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[BUG] import shap through xgboostlss failing on windows, python 3.10 and python 3.10 #602

@fkiraly

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@fkiraly

On the CI, import shap through xgboostlss consistently fails on windows, python 3.10 and 3.11.

This failure seems to be present on all CI and should be investigated.

Example run with the failure: https://github.com/sktime/skpro/actions/runs/18021913908/job/51281709310?pr=600

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    buginterfacing algorithmsInterfacing existing algorithms/estimators from third party packagesmodule:regressionprobabilistic regression module

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