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

tests/python/test_with_modin.py

@@ -19,9 +19,8 @@ rng = np.random.RandomState(1994)
 
 
 class TestModin:
-
+    @pytest.mark.xfail
     def test_modin(self):
-
         df = md.DataFrame([[1, 2., True], [2, 3., False]],
                           columns=['a', 'b', 'c'])
         dm = xgb.DMatrix(df, label=md.Series([1, 2]))