CI: Combined the doctests checks
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them


Doing as was asked [here](https://github.com/pandas-dev/pandas/pull/40903#discussion_r612486254)

Could you merge master again? It appears that there were networking issues in the CI gentle ping @mroeschke  thanks @ShaharNaveh 