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Improve build performance without CI fan-out #5036

Job	Run time
remote_install (macos-latest)	1m 51s
local_install (ubuntu-latest)	48s
remote_install (ubuntu-latest)	1m 34s
local_install_full (ubuntu-latest)	1m 23s
local_install (macos-latest)	1m 31s
local_install_full (macos-latest)	2m 15s
	9m 22s

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