[ci] remove unused CI checks, other small simplifications

[jameslamb]

This PR proposes a few of the small changes from #3672, which I think should be non-controversial. Hopefully this will make that PR's diff smaller and make it easier to review.

• removes [[ $TRAVIS == "true" ]] checks on check-docs and lint tasks
  • the fact that we happen to currently run those tasks on Travis doesn't need to be guarded in the code
• sets AZURE=true as a global variable in Azure DevOps config, reducing duplication
• changes the condition if [[ $TRAVIS == "true" ]] || [[ $GITHUB_ACTIONS == "true" ]] to simply if [[ $SETUP_CONDA != "false" ]];
  • this condition was capturing "Linux jobs on Azure run in a container that already has conda, and all other jobs need to set it up". I think it's more explicit and less error-prone to just have setup.sh install conda by default, and allow turning that off with a variable SETUP_CONDA

[StrikerRUS]

Thanks!

[github-actions]

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