CI: Prefer conda-forge over defaults
- [ ] closes #42370
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

Apparently its recommended to install pyarrow from conda forge instead of the default conda channel(xref https://github.com/ContinuumIO/anaconda-issues/issues/12314, https://arrow.apache.org/docs/python/install.html#using-conda), trying to see if this fixes it. I don't think this will mess up any other packages since conda-forge packages are published by package maintainers, so they shouldn't have build issues?
Windows CI failure is a flaky ResourceWarning, feel free to restart the job(I cannot). ci failure on numpydev also also seen on other PR #42367

```
=========================== short test summary info ============================
FAILED pandas/tests/scalar/timedelta/test_arithmetic.py::TestTimedeltaMultiplicationDivision::test_td_div_nan[nan1]
= 1 failed, 156395 passed, 15976 skipped, 857 xfailed, 6 xpassed in 1944.90s (0:32:24) =
``` Thanks @lithomas1 