[python-package] ensure 'build-python.sh' always reinstalls (fixes #5906) (#5907)

.ci/test_windows.ps1

@@ -101,9 +101,9 @@ elseif ($env:TASK -eq "bdist") {
 } elseif (($env:APPVEYOR -eq "true") -and ($env:TASK -eq "python")) {
   cd $env:BUILD_SOURCESDIRECTORY
   if ($env:COMPILER -eq "MINGW") {
-    sh $env:BUILD_SOURCESDIRECTORY/build-python.sh install --mingw ; Check-Output $?
+    sh $env:BUILD_SOURCESDIRECTORY/build-python.sh install --user --mingw ; Check-Output $?
   } else {
-    sh $env:BUILD_SOURCESDIRECTORY/build-python.sh install ; Check-Output $?
+    sh $env:BUILD_SOURCESDIRECTORY/build-python.sh install --user; Check-Output $?
   }
 }
 

build-python.sh

@@ -322,6 +322,7 @@ if test "${INSTALL}" = true; then
     cd ../dist
     pip install \
         ${PIP_INSTALL_ARGS} \
+        --force-reinstall \
         --find-links=. \
         lightgbm
     cd ../