Update Python requirement to >=3.8. (#8071)

Additional changes:
- Use mamba for CPU test on Jenkins.
- Cleanup CPU test dependencies.
- Restore some of the modin tests

.github/workflows/python_wheels.yml

@@ -20,7 +20,7 @@ jobs:
     - name: Setup Python
       uses: actions/setup-python@v2
       with:
-        python-version: '3.9'
+        python-version: "3.8"
     - name: Build wheels
       run: bash tests/ci_build/build_python_wheels.sh ${{ matrix.platform_id }} ${{ github.sha }}
     - name: Extract branch name