[CI] Fix github action mismatched glibcxx. (#8551)

* [CI] Fix github action mismatched glibcxx.

Split up the Linux test to use the toolchain from conda forge.

.github/workflows/main.yml

@@ -75,19 +75,18 @@ jobs:
     - uses: actions/checkout@e2f20e631ae6d7dd3b768f56a5d2af784dd54791 # v2.5.0
       with:
         submodules: 'true'
-    - name: Install system packages
-      run: |
-        sudo apt-get install -y --no-install-recommends ninja-build
-    - uses: conda-incubator/setup-miniconda@35d1405e78aa3f784fe3ce9a2eb378d5eeb62169 # v2.1.1
+    - uses: mamba-org/provision-with-micromamba@f347426e5745fe3dfc13ec5baf20496990d0281f # v14
       with:
-        auto-update-conda: true
-        python-version: ${{ matrix.python-version }}
-        activate-environment: test
+        cache-downloads: true
+        cache-env: true
+        environment-name: cpp_test
+        environment-file: tests/ci_build/conda_env/cpp_test.yml
     - name: Display Conda env
       shell: bash -l {0}
       run: |
         conda info
         conda list
+
     - name: Build and install XGBoost static library
       shell: bash -l {0}
       run: |
@@ -109,6 +108,7 @@ jobs:
         cd ..
         rm -rf ./build
         popd
+
     - name: Build and install XGBoost shared library
       shell: bash -l {0}
       run: |