Run Python auto package installation CI job for Python 2 on Windows 2019

This job isn't working on Windows Server 2022, i.e. `windows-latest`.
We're tracking the issue internally, but until then it shouldn't fail CI
for the Action.

.github/workflows/python-deps.yml

@@ -1,4 +1,4 @@
-name: Test Python Package Installation on Linux and Mac
+name: Test Python Package Installation
 
 on:
   push:
@@ -108,12 +108,19 @@ jobs:
         test -z $LGTM_INDEX_IMPORT_PATH
 
   test-setup-python-scripts-windows:
-    runs-on: windows-latest
+    runs-on: ${{ matrix.os }}
     strategy:
         fail-fast: false
         matrix:
-          python_deps_type: [pipenv, poetry, requirements, setup_py]
-          python_version: [2, 3]
+          include:
+            - os: windows-latest
+              python_deps_type: [pipenv, poetry, requirements, setup_py]
+              python_version: 3
+            # Python 2 auto package installation does not work on Windows Server 2022. This is being
+            # tracked internally.
+            - os: windows-2019
+              python_deps_type: [pipenv, poetry, requirements, setup_py]
+              python_version: 2
 
     env:
       PYTHON_DEPS_TYPE: ${{ matrix.python_deps_type }}