Describe the bug

On x64 win10 and arm64win win10 the following unit-test is failing:
sklearn\utils\tests\test_cython_templating.py

        for filename in base_dir.glob("**/*.tp"):
            filename = filename.relative_to(base_dir.parent)
            # From "path/to/template.p??.tp" to "path/to/template.p??"
            filename_wo_tempita_suffix = filename.with_suffix("")
>           assert str(filename_wo_tempita_suffix) in ignored_files
E           AssertionError: assert 'sklearn\\linear_model\\_sag_fast.pyx' in ['*.pyc', '*.so', '*.pyd', '*.pyx', '*~', '.#*', ...]
E            +  where 'sklearn\\linear_model\\_sag_fast.pyx' = str(WindowsPath('sklearn/linear_model/_sag_fast.pyx'))

Steps/Code to Reproduce

pytest sklearn/utils

Expected Results

933 passed, 193 skipped, 159 warnings in 48.15s

Actual Results

1 failed, 932 passed, 193 skipped, 159 warnings in 35.64s

Versions

System:
python: 3.9.7 (tags/v3.9.7:1016ef3, Aug 30 2021, 20:19:38) [MSC v.1929 64 bit (AMD64)]
executable: c:\kg\stuff\WoA\test\venv_dir\Scripts\python.exe
machine: Windows-10-10.0.19041-SP0

Python dependencies:
pip: 21.2.3
setuptools: 57.4.0
sklearn: 1.0.dev0
numpy: 1.21.2
scipy: 1.7.1
Cython: 0.29.24
pandas: None
matplotlib: None
joblib: 1.0.1
threadpoolctl: 2.2.0

Built with OpenMP: True