CI: save site+docs builds as artifacts
 Makes the downloadable for previewing locally. Not as good as having a URL to preview it, but better than nothing.

- [x] closes https://github.com/pandas-dev/pandas/issues/17921
- [ ] 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~~