[r2] CI: fix Python workflow (#4364)

<!-- This is an auto-generated comment: release notes by coderabbit.ai
-->
## Summary by CodeRabbit

- **Chores**
- Updated the workflow configuration for testing Python dependencies to
improve clarity and installation steps.
- Adjusted installation commands for `mpi4py` and `horovod` to
streamline the process.
<!-- end of auto-generated comment: release notes by coderabbit.ai -->

---------

Signed-off-by: Jinzhe Zeng <jinzhe.zeng@rutgers.edu>

.github/workflows/test_python.yml

@@ -34,7 +34,9 @@ jobs:
         # changes, setting `TENSORFLOW_ROOT`.
         TENSORFLOW_VERSION: ${{ matrix.tf }}
         DP_BUILD_TESTING: 1
-    - run: source/install/uv_with_retry.sh pip install --system --no-build-isolation horovod mpi4py
+    - run: |
+        source/install/uv_with_retry.sh pip install --system mpi4py
+        source/install/uv_with_retry.sh pip install --system --no-build-isolation horovod
       if: ${{ matrix.tf == '' }}
       env:
         HOROVOD_WITH_TENSORFLOW: 1