gh-38378: CI: Create doc directory regardless of develop or PR
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Fix a problem seen in: https://doc-develop--
sagemath.netlify.app/html/en/index.html
Tested in https://github.com/kwankyu/sage/actions/runs/9966461690.
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### :hourglass: Dependencies
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URL: https://github.com/sagemath/sage/pull/38378
Reported by: Kwankyu Lee
Reviewer(s): Matthias Köppe
