CI: Use bash for windows script on azure
- Towards #26344
- This makes `windows.yml` and `posix.yml` steps pretty similar and they could potentially be merged/reduce duplication? (Will leave this for a separate PR)
- We also now use `ci/run_tests.sh` for windows test stage.

Reference https://github.com/pandas-dev/pandas/pull/27195 where I began this.
Thanks @alimcmaster1 