CI: SQL tests on py38 slow build

[fangchenli]

In #38344, we found that SQL tests were not run on py38 slow build. Currently, we are testing SQL on py37-locale and py37-coverage. If that is enough, we could move py38-slow to Azure. Otherwise, we could add more builds for SQL.

[jreback]

this is closed by #38613 right?

[fangchenli]

this is closed by #38613 right?

If we've decided to not test SQL on py38 slow, this can be closed.