[fix] remove vestigial Python code and define dependency for oneDAL make builds

[icfaust]

Description

Building on older ubuntu versions fail due to deploy/generate_pkgconfig.py being Python 3.6+ dependent. This was not standard until Ubuntu 22. These changes make it buildable on Ubuntu versions which maintain a python version (not explicitly Python3). Requiring Python is not included in the INSTALL.md, is set but without a version.

NOTE: All scripts under .ci/scripts/conformance-scripts/ are vestigial, and can be removed. (Are done so in this PR).

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Checklist to comply with before moving PR from draft:

PR completeness and readability

• [x] I have reviewed my changes thoroughly before submitting this pull request.
• [x] I have commented my code, particularly in hard-to-understand areas.
• [x] I have updated the documentation to reflect the changes or created a separate PR with update and provided its number in the description, if necessary.
• [x] Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• [x] I have added a respective label(s) to PR if I have a permission for that.
• [x] I have resolved any merge conflicts that might occur with the base branch.

Testing

• [x] I have run it locally and tested the changes extensively.
• [x] All CI jobs are green or I have provided justification why they aren't.
• [x] I have extended testing suite if new functionality was introduced in this PR.

Performance

• [x] I have measured performance for affected algorithms using scikit-learn_bench and provided at least summary table with measured data, if performance change is expected.
• [x] I have provided justification why performance has changed or why changes are not expected.
• [x] I have provided justification why quality metrics have changed or why changes are not expected.
• [x] I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.