CI: move location of setting non-blocking IO
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19184?src=pr&el=h1) Report
> Merging [#19184](https://codecov.io/gh/pandas-dev/pandas/pull/19184?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/1954a830398d33458cc686b4591869f651b0b7b4?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19184/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/19184?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #19184   +/-   ##
=======================================
  Coverage   91.52%   91.52%           
=======================================
  Files         147      147           
  Lines       48775    48775           
=======================================
  Hits        44639    44639           
  Misses       4136     4136
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.89% <ø> (ø)` | :arrow_up: |
| #single | `41.62% <ø> (ø)` | :arrow_up: |


------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19184?src=pr&el=footer). Last update [1954a83...191bcd3](https://codecov.io/gh/pandas-dev/pandas/pull/19184?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
