Disable parallel build (#14796)

A new release of `pydata_sphinx_theme` [from last night](https://github.com/pydata/pydata-sphinx-theme/releases/tag/v0.15.2) includes pydata/pydata-sphinx-theme#1642, which marks the theme as unsafe for parallel writing.

Authors:
  - Vyas Ramasubramani (https://github.com/vyasr)

Approvers:
  - Ray Douglass (https://github.com/raydouglass)
  - Bradley Dice (https://github.com/bdice)

URL: #14796

ci/build_docs.sh

@@ -40,8 +40,8 @@ popd
 
 rapids-logger "Build Python docs"
 pushd docs/cudf
-make dirhtml O="-j 4"
-make text O="-j 4"
+make dirhtml
+make text
 mkdir -p "${RAPIDS_DOCS_DIR}/cudf/"{html,txt}
 mv build/dirhtml/* "${RAPIDS_DOCS_DIR}/cudf/html"
 mv build/text/* "${RAPIDS_DOCS_DIR}/cudf/txt"