Combine merge and upload artifacts

Signed-off-by: Igoshev, Iaroslav <iaroslav.igoshev@intel.com>

.github/workflows/ci.yml

@@ -709,28 +709,20 @@ jobs:
       - run: python -m pytest modin/tests/pandas/native_df_mode/test_window.py
       - uses: ./.github/actions/upload-coverage
 
-  merge-coverage-artifacts:
-    needs: [test-internals, test-api-and-no-engine, test-defaults, test-all-unidist, test-all, test-experimental, test-sanity]
+  merge-and-upload-coverage-artifacts:
+    needs: [test-internals, test-api-and-no-engine, test-defaults, test-all-unidist, test-all, test-experimental, test-sanity, python-filter]
     if: always()  # we need to run it regardless of some job being skipped, like in PR
     runs-on: ubuntu-latest
     defaults:
       run:
         shell: bash -l {0}
     steps:
-      - name: Merge Artifacts
+      - name: Merge and Upload Artifacts
         uses: actions/upload-artifact/merge@v4
         with:
           name: coverage-data
           pattern: coverage-data-*
-
-  upload-coverage:
-    needs: [merge-coverage-artifacts, python-filter]
-    if: always()  # we need to run it regardless of some job being skipped, like in PR
-    runs-on: ubuntu-latest
-    defaults:
-      run:
-        shell: bash -l {0}
-    steps:
+          delete-merged: true
       - uses: actions/checkout@v4
       - uses: ./.github/actions/python-only
         with: