[CI][Python] Nightly sdist job fails due to missing update_stub_docstrings.py file

[raulcd]

Describe the bug, including details regarding any error messages, version, and platform.

The python-sdist has started failing on our nightlies CI with the following error.

      -- Finished cmake --build --target install for PyArrow
      -- Copying stubs: /tmp/pip-req-build-4czzjcvi/pyarrow-stubs/pyarrow -> /tmp/pip-req-build-4czzjcvi/build/lib.linux-x86_64-cpython-310/pyarrow
      error: [Errno 2] No such file or directory: '/tmp/pip-req-build-4czzjcvi/scripts/update_stub_docstrings.py'
      [end of output]

Component(s)

Continuous Integration, Python

[raulcd]

cc @rok