PR #22548 breaks documentation building

### Describe the bug

The changes made in #22548 appear to cause building the example docs with `make html` to fail (the docs build fine in the previous commit).

### Steps/Code to Reproduce

1. Setup a [development environment for scikit-learn](https://github.com/data-umbrella/event-transcripts/blob/main/2020/05-andreas-mueller-contributing.md)
1. Install [additional packages](https://scikit-learn.org/stable/developers/contributing.html#documentation) to build the documentation
1. Navigate to `scikit-learn/doc` in your development environment and run `make html`

### Expected Results

Documentation build completes successfully.

### Actual Results

```
Running Sphinx v4.4.0

Configuration error:
There is a programmable error in your configuration file:

Traceback (most recent call last):
  File "M:\Anaconda\envs\sklearndev\lib\site-packages\sphinx\config.py", line 340, in eval_config_file
    exec(code, namespace)
  File "M:\Projects\scikit-learn\doc\conf.py", line 408, in <module>
    from sklearn.experimental import enable_iterative_imputer  # noqa
  File "m:\projects\scikit-learn\sklearn\experimental\enable_iterative_imputer.py", line 15, in <module>
    from ..impute._iterative import IterativeImputer
  File "m:\projects\scikit-learn\sklearn\impute\__init__.py", line 5, in <module>
    from ._knn import KNNImputer
  File "m:\projects\scikit-learn\sklearn\impute\_knn.py", line 11, in <module>
    from ..neighbors._base import _get_weights
  File "m:\projects\scikit-learn\sklearn\neighbors\__init__.py", line 17, in <module>
    from ._nca import NeighborhoodComponentsAnalysis
  File "m:\projects\scikit-learn\sklearn\neighbors\_nca.py", line 19, in <module>
    from ..decomposition import PCA
  File "m:\projects\scikit-learn\sklearn\decomposition\__init__.py", line 12, in <module>
    from ._sparse_pca import SparsePCA, MiniBatchSparsePCA
  File "m:\projects\scikit-learn\sklearn\decomposition\_sparse_pca.py", line 9, in <module>
    from ..linear_model import ridge_regression
  File "m:\projects\scikit-learn\sklearn\linear_model\__init__.py", line 32, in <module>
    from ._glm import PoissonRegressor, GammaRegressor, TweedieRegressor
  File "m:\projects\scikit-learn\sklearn\linear_model\_glm\__init__.py", line 3, in <module>
    from .glm import (
  File "m:\projects\scikit-learn\sklearn\linear_model\_glm\glm.py", line 14, in <module>
    from ..._loss.glm_distribution import TweedieDistribution
  File "m:\projects\scikit-learn\sklearn\_loss\__init__.py", line 6, in <module>
    from .loss import (
  File "m:\projects\scikit-learn\sklearn\_loss\loss.py", line 21, in <module>
    from ._loss import (
ImportError: cannot import name 'CyHalfTweedieLossIdentity' from 'sklearn._loss._loss' (m:\projects\scikit-learn\sklearn\_loss\_loss.cp39-win_amd64.pyd)
```

### Versions

```shell
System:
    python: 3.9.7 (default, Sep 16 2021, 16:59:28) [MSC v.1916 64 bit (AMD64)]
executable: M:\Anaconda\envs\sklearndev\python.exe
   machine: Windows-10-10.0.19044-SP0

Python dependencies:
      sklearn: 1.1.dev0
          pip: 21.2.4
   setuptools: 58.0.4
        numpy: 1.21.5
        scipy: 1.7.3
       Cython: 0.29.25
       pandas: 1.4.1
   matplotlib: 3.5.1
       joblib: 1.1.0
threadpoolctl: 3.1.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: mkl
         prefix: mkl_rt
       filepath: M:\Anaconda\envs\sklearndev\Library\bin\mkl_rt.1.dll
        version: 2021.4-Product
threading_layer: intel
    num_threads: 4

       user_api: openmp
   internal_api: openmp
         prefix: vcomp
       filepath: C:\Windows\System32\vcomp140.dll
        version: None
    num_threads: 8
```

COMMENT:
It is unlikely because our CI would pick up this issue.
From the error message, it looks like you need to recompile the Cython extension. Could you try to do that and then try to build the documentation.

Labels: Bug, Needs Triage