#13676 removes all references to the _joblib but introduces some codecov warnings: https://codecov.io/gh/scikit-learn/scikit-learn/compare/4a6264db68b28a2e65efdecc459233911c9aee95...8d28a5e6653f843032135d55cb3422d26325e6bb/diff#D4-741

We need to make sure the CI tests tests for the minimum joblib version supported and required by the package, or remove those lines from the code if we're not going to support joblib < 0.12.