CI: Use bash for Windows scripts on Azure

[jbrockmendel]

Azure now supports using bash in windows scripts, so I think we can de-duplicate some of the windows-specific shell scripts. cc @datapythonista

[gfyoung]

Might even help with #26345

[datapythonista]

Sounds great, thanks @jbrockmendel. @TomAugspurger I think you implemented the power shell scripts. Any reason we're missing not to use same scripts as in Linux/Mac?

[TomAugspurger]

Don't think there was a reason. I just copied Numba's.

[datapythonista]

I think it wasn't possible to use bash in Windows until now, so using power shell scripts made sense. My question was if you saw any reason why not to unify now that it's possible, sorry I wasn't clear. I understand you don't.

@saurav2608 do you want to give this a try? It's related to #24632

[saurav2608]

I have very less time last few months to contribute here. But I will have a look at this and if I can quickly finish off, I will work on this.

[alimcmaster1]

Its great that azure now supports this - @jbrockmendel I assume you are referring to these power shell scripts implemented here: #26344 that currently live in: ci/azure directory i'm happy to take a look as migrating them