MAINT: Set SCIPY_ARRAY_API=1 on conda tests

[david-cortes-intel]

Description

Sets env. variable SCIPY_ARRAY_API=1 for the tests runner scripts, which is required in order for all array API functionalities in sklearn to work.

Note that some tests were setting this environment variable manually, but it only has an effect when set before scipy is imported, so this logic was actually incorrect:
https://docs.scipy.org/doc/scipy/dev/api-dev/array_api.html

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Checklist:

Completeness and readability

• Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• I have resolved any merge conflicts that might occur with the base branch.

Testing

• All CI jobs are green or I have provided justification why they aren't.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.

Flag	Coverage Δ
azure	80.43% <ø> (-0.06%)	⬇️
github	82.02% <ø> (?)

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see 4 files with indirect coverage changes

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