Stop installing codecov from pip (#36804)

It shouldn't be needed since we use Codecov's Github action

See here for more information https://community.codecov.com/t/codecov-yanked-from-pypi-all-versions/4259

.github/workflows/audit.yaml

@@ -25,7 +25,7 @@ jobs:
         python-version: ${{inputs.python_version}}
     - name: Install Python packages
       run: |
-        pip install --upgrade pip six setuptools pytest codecov coverage[toml]
+        pip install --upgrade pip six setuptools pytest coverage[toml]
     - name: Package audits (with coverage)
       if: ${{ inputs.with_coverage == 'true' }}
       run: |