CI: Sync all 3.9 builds
- [x] closes #37826

IIUC, all the 3.9 builds(except numpydev) should have all dependencies.

Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.3.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 87d785599e01ec1f8a9799fc87d6ab4c77c3590c
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #42451: CI: Sync all 3.9 builds'
```

4. Push to a named branch :

```
git push YOURFORK 1.3.x:auto-backport-of-pr-42451-on-1.3.x
```

5. Create a PR against branch 1.3.x, I would have named this PR:

> "Backport PR #42451 on branch 1.3.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 thanks @lithomas1  @meeseeksdev backport 1.3.x Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
$ git checkout 1.3.x
$ git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
$ git cherry-pick -m1 87d785599e01ec1f8a9799fc87d6ab4c77c3590c
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
$ git commit -am 'Backport PR #42451: CI: Sync all 3.9 builds'
```

4. Push to a named branch :

```
git push YOURFORK 1.3.x:auto-backport-of-pr-42451-on-1.3.x
```

5. Create a PR against branch 1.3.x, I would have named this PR:

> "Backport PR #42451 on branch 1.3.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 I think for the backport, will only backport changes in `ci/deps/actions-39.yaml` and leave `ci/deps/actions-39-slow.yaml` which maps to `ci/deps/actions-37-slow.yaml` unchanged.