Build release docs with local package

[jl-wynen]

Currently, we first publish a package to PyPI and then use that to build the docs for a release. This has the disadvantage that the workflow needs to wait for the package to become available. This not only takes some time and has the potential to time out but it also limits parallelism. But it has the advantage that it tests whether the package was actually published.

However, I think that the last point is not relevant as it effectively tests the 3rd party publish action that we use.
Instead, for our Python-only packages, we can buld the docs wither with a wheel that was uploaded as an artefact or simply from source. Building a wheel only takes a few seconds.