[MRG] Debug wheels building

[rflamary]

Types of changes

Debugging the wheels build by removing old versions of python.

Motivation and context / Related issue

How has this been tested (if it applies)

PR checklist

• I have read the CONTRIBUTING document.
• The documentation is up-to-date with the changes I made (check build artifacts).
• All tests passed, and additional code has been covered with new tests.
• I have added the PR and Issue fix to the RELEASES.md file.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 97.09%. Comparing base (e330215) to head (37cba5c).
Report is 1 commits behind head on master.

Additional details and impacted files

@@ Coverage Diff @@ ## master #739 +/- ## ======================================= Coverage 97.09% 97.09% ======================================= Files 100 100 Lines 20432 20432 ======================================= Hits 19839 19839 Misses 593 593 

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