[CI] always rebuild sphinx-gallery docs from scratch (#1742)

tests/scripts/task_python_docs.sh

@@ -1,6 +1,10 @@
 #!/bin/bash
 mkdir -p docs/_build/html
 rm -rf docs/_build/html/jsdoc
+
+# remove stale tutorials and always build from scratch.
+rm -rf docs/tutorials
+
 # C++ doc
 make doc