[SPARK-32178][TESTS] Disable test-dependencies.sh from Jenkins jobs

### What changes were proposed in this pull request?

This PR aims to disable dependency tests(test-dependencies.sh) from Jenkins.

### Why are the changes needed?

- First of all, GitHub Action provides the same test capability already and stabler.
- Second, currently, `test-dependencies.sh` fails very frequently in AmpLab Jenkins environment. For example, in the following irrelevant PR, it fails 5 times during 6 hours.
   - https://github.com/apache/spark/pull/29001

### Does this PR introduce _any_ user-facing change?

No.

### How was this patch tested?

Pass the Jenkins without `test-dependencies.sh` invocation.

Closes #29004 from dongjoon-hyun/SPARK-32178.

Authored-by: Dongjoon Hyun <dongjoon@apache.org>
Signed-off-by: HyukjinKwon <gurwls223@apache.org>

dev/run-tests.py

@@ -648,7 +648,7 @@ def main():
     # if "DOCS" in changed_modules and test_env == "amplab_jenkins":
     #    build_spark_documentation()
 
-    if any(m.should_run_build_tests for m in test_modules):
+    if any(m.should_run_build_tests for m in test_modules) and test_env != "amplab_jenkins":
         run_build_tests()
 
     # spark build