From September 2nd, 2024, we will no longer include hidden files and folders as part of the default upload of the v3 and v4 upload-artifact actions. This reduces the risk that credentials are accidentally uploaded into artifacts. Customers who need to continue to upload these files can use a new option, ‘include-hidden-files’, to continue to do so.

From github changelog notice

The consequence of this:

When using the provided example workflows, the upload_artifact steps will ignore any .coverage* file.

One approach to address this could simply be to add the option include-hidden-files as option for the upload_artifact action in the provided examples.
Another approach might be to not create hidden files in the first place (e.g. setting COVERAGE_FILE: "_coverage", or similar).

The latter approach would probably be better in line with the security policy that lead to the decision to ignore hidden files in artifacts in the first place.