gh-37269: sage_docbuild: add needs sphinx tags
Add "needs sphinx" tags to some tests in `src/sage_docbuild` so there
is no failure when sphinx is not installed in the system.
See:
https://github.com/sagemath/sage/issues/37263#issuecomment-1935113975
### :memo: Checklist
- [x] The title is concise, informative, and self-explanatory.
- [x] The description explains in detail what this PR is about.
- [x] I have linked a relevant issue or discussion.
URL: https://github.com/sagemath/sage/pull/37269
Reported by: Gonzalo TornarĂa
Reviewer(s):