try installing bzip2
Just testing this out. xref #17696 
Hitting `unable to execute 'x86_64-conda_cos6-linux-gnu-gcc': No such file or directory
` on [circle now](https://circleci.com/gh/pandas-dev/pandas/5089?utm_campaign=vcs-integration-link&utm_medium=referral&utm_source=github-build-link)

There were some changes to the compiler Second failure is due to https://github.com/conda/conda/issues/6030 maybe fix the version of mini conda installer for now (to most recent before bug) > maybe fix the version of mini conda installer for now (to most recent before bug)

Sure, I'll open another PR for that. Will keep testing on this one