Flaky column split tests.

[trivialfis]

https://buildkite.com/xgboost/xgboost-ci/builds/5300#018f9f25-a37c-4240-8245-ad8209ede209

Some C++ tests for column splits are flaky. Some of these tests are added in #10112 , which increases the coverage but also causes some random issues on the CI. They are not critical, but we need to investigate how to make these tests deterministic.