GitHub CI on Windows is broken.

## 🐛 Bug description

https://github.com/pytorch/ignite/pull/1425/checks?check_run_id=1335601277#step:6:39

Normally, we should skip distributed tests on windows with `SKIP_DISTRIB_TESTS=1 CI_PYTHON_VERSION="3.7" sh tests/run_cpu_tests.sh` but a distributed test was executed:
```
tests/ignite/contrib/engines/test_common.py::test_distrib_cpu ERROR      [  2%]
```
