CI: Don't auto-cancel on master
- [ ] closes #42076 
- [ ] 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

I haven't tested that this skips the cancel on master branch, only that it cancels already running workflows on PRs(e.g. https://github.com/lithomas1/pandas/pull/3). 
So, be ready to revert if needed.

One potential problem is this could cause a blockage if we merge many PRs in a short amount of time.  > One potential problem is this could cause a blockage if we merge many PRs in a short amount of time.

no this is ok / fine. as we used to do exactly this. thanks @lithomas1 

if you'd monitor would be great.