Win tests

Merge pull request #23100 from dalthviz/follow_up_22965 #39

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Run time

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Job	Run time
Windows - Py3.11, pip, fast	46m 21s
Windows - Py3.11, pip, slow	44m 27s
Windows - Py3.11, conda, fast	45m 0s
Windows - Py3.11, conda, slow	44m 24s
	3h 0m 12s