Refactor `Makefile` and run s3/adls/gcs integration tests in CI #5348

Job	Run time
lint-and-test (3.9)	3m 0s
lint-and-test (3.10)	3m 4s
lint-and-test (3.11)	2m 59s
integration-test (3.9)	11m 52s
integration-test (3.12)	11m 17s
integration-test (3.10)	10m 40s
lint-and-test (3.12)	3m 31s
object-store-integration-test (3.9)	1m 57s
integration-test (3.11)	11m 40s
object-store-integration-test (3.11)	1m 56s
object-store-integration-test (3.10)	2m 1s
object-store-integration-test (3.12)	1m 58s
	1h 5m 55s

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