Fix codecov.yml so it is valid.

[stefmolin]

PR Summary

Addresses #25695

The codecov.yml file was invalid:

$ cat .github/codecov.yml | curl --data-binary @- https://codecov.io/validate
Error at ['coverage', 'status', 'project', 'library', 'paths']:
must be of list type

I corrected the issues, so it is now valid:

$ cat .github/codecov.yml | curl --data-binary @- https://codecov.io/validate
Valid!

{
  ...
}

PR Checklist

Documentation and Tests

• [N/A] Has pytest style unit tests (and pytest passes)
• [N/A] Documentation is sphinx and numpydoc compliant (the docs should build without error).
• [N/A] New plotting related features are documented with examples.

Release Notes

• [N/A] New features are marked with a .. versionadded:: directive in the docstring and documented in doc/users/next_whats_new/
• [N/A] API changes are marked with a .. versionchanged:: directive in the docstring and documented in doc/api/next_api_changes/
• [N/A] Release notes conform with instructions in next_whats_new/README.rst or next_api_changes/README.rst