ci(.github/workflows/build.yml): do not install azcopy, change upload logic (#6613)
The "install azcopy" step has been [failing](https://github.com/leanprover-community/mathlib/runs/2070026978) from time to time, probably due to failed downloads. As it turns out, the GitHub-hosted actions runner [comes with it installed](https://github.com/actions/virtual-environments/blob/main/images/linux/Ubuntu2004-README.md#tools), so I've removed that step entirely.
I also made two other changes:
- The "push release to azure" step now only runs if the build actually started. The idea is that if the build never even starts due to e.g. `elan` temporarily failing to install, then we should be able to restart the build on GitHub and get `.olean`s for that commit without having to push another dummy commit. Currently we can't do this because we push an empty archive to Azure no matter what.
- We now upload artifacts if the build fails. This gives us an alternative way to get `.olean`s in case something goes wrong with Azure, and might make working with forks of mathlib slightly easier.