Update `gen_coverage` and `gen_docs` to align with `build_locally` #5886

Job	Run time
build_windows (3.9)	48m 35s
build_windows (3.12)	44m 8s
build_windows (3.10)	40m 18s
build_linux (3.13)	33m 53s
build_linux (3.9)	33m 38s
build_linux (3.11)	34m 53s
build_windows (3.11)	43m 9s
build_windows (3.13)	43m 47s
build_linux (3.10)	31m 43s
build_linux (3.12)	32m 0s
test_linux (3.11, false, ubuntu-22.04)	11m 32s
test_examples_linux (3.11, false, ubuntu-22.04)	8m 31s
test_linux (3.13, false, ubuntu-22.04)	10m 51s
test_linux (3.9, false, ubuntu-22.04)	10m 39s
array-api-conformity (3.10, false, ubuntu-22.04)	4m 56s
test_linux (3.10, false, ubuntu-22.04)	10m 11s
test_linux (3.12, false, ubuntu-22.04)	10m 29s
upload_linux	0s
test_windows (3.10, false, windows-latest)	14m 41s
test_windows (3.11, false, windows-latest)	14m 5s
test_windows (3.9, false, windows-latest)	13m 53s
test_windows (3.13, false, windows-latest)	14m 22s
test_windows (3.12, false, windows-latest)	12m 57s
upload_windows	0s
Clean up anaconda packages	0s
	8h 43m 11s

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