CI: Checks job aborted if a step fails
In our job that checks that the code is ok (flake8, mypy...) [1], we want to run all the steps whether any of them fail or not.

This is implemented by using `if: true` in each step. While this should work, it doesn't. A better way to implement this that probably fixes the issue is to use `if: always()` instead. 

What we should do is:
- Replace all instances of `if: true` by `if: always` in the yaml file. 
- Introduce couple of temporary errors. Something PEP-8 invalid (so flake8 reports the error), and change the order of the imports of a file (so isort reports the error). 
- Open a pull request
- See if the job behaves as expected, and wait for a code review
- Once the pull request is approved, revert the errors introduced, so the changes to the yaml file can be merged


1. https://github.com/pandas-dev/pandas/blob/master/.github/workflows/ci.yml