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[ci] [dask] fix test on "only one worker has data" training #5537
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Description
In #5510, we observed that the Dask tests were getting stuck and timing out after 60 minutes.
Narrowed that down to a single unit test, which is currently skipped.
LightGBM/tests/python_package_test/test_dask.py
Lines 1506 to 1507 in 0c0eb2a
The testing work from #5510 should be continued.... that test should be re-enabled and its underlying cause should be identified and fixed.
Reproducible example
Uncomment the test linked above and push a commit to a pull request in LightGBM.
Environment info
Latest version of LightGBM (0c0eb2a).
Additional Comments
Especially see this comment describing a possible root cause of timeout issues: #5510 (comment).
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