Improve design and address comments in the new CI #11426

Job	Run time
Build libxgboost4j.so with CUDA	6m 5s
Build libxgboost4j.dylib for MacOS (Apple Silicon)	1m 59s
Build libxgboost4j.dylib for MacOS (Intel)	4m 0s
Build libxgboost4j.so targeting glibc 2.17 (arch aarch64, runner linux-arm64-cpu)	1m 38s
Build libxgboost4j.so targeting glibc 2.17 (arch x86_64, runner linux-amd64-cpu)	1m 52s
Build and test JVM packages (Linux, Scala 2.12)	9m 37s
Build and test JVM packages (Linux, Scala 2.13)	5m 20s
Build and test JVM packages (windows-latest)	7m 45s
Build and test JVM packages (macos-13)	10m 20s
Test JVM packages with CUDA (Scala 2.12)	5m 53s
Test JVM packages with CUDA (Scala 2.13)	6m 3s
Build docs for JVM packages	4m 48s
Deploy JVM packages to S3 (cpu)	7s
Deploy JVM packages to S3 (cpu)	6s
Deploy JVM packages to S3 (gpu)	8s
Deploy JVM packages to S3 (gpu)	7s
	1h 5m 48s

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