Do not link on data load and update tests which check links #11651

Job	Run time
Code style checks	18s
Code style checks	18s
PEP 517	22s
PEP 517	22s
Security audit	19s
Security audit	19s
Python 3.11 with coverage checking, all deps, and remote data	31m 48s
Python 3.11 with coverage checking, all deps, and remote data	31m 40s
OS X - Python 3.12	11m 41s
OS X - Python 3.12	11m 41s
Windows - Python 3.10	20m 47s
Windows - Python 3.10	20m 47s
Linux - Python 3.13	13m 46s
Linux - Python 3.13	13m 46s
Python 3.13 with latest dev versions of key dependencies, and remote data	27m 35s
Python 3.13 with latest dev versions of key dependencies, and remote data	31m 56s
Python 3.11 with stable versions of dependencies and Roman	12m 58s
Python 3.11 with stable versions of dependencies and Roman	12m 58s
Upload Coverage	0s
Upload Coverage	0s
	4h 3m 21s

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