CI: parallelize the documentation build
Testing if this makes a difference in the build time, relative to `auto` (https://github.com/pandas-dev/pandas/pull/39364). 

- [ ] ~~closes #xxxx~~
- [ ] tests ~~added /~~ passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] ~~whatsnew entry~~
