Missing DLL with SciPy 1.9.2

### Describe the bug

scikit-learn crashes /w current scipy==1.9.2 on Win (AMD64). This combination causes fail of joblib subprocess using scikit-learn. (Tested in Windows containers / docker images python:3.9.13 AND python:3.9.10 .)
Not replicated on Linux and MacOS even with the same settings (vanilla official Python 3.9 and 3.10).
Previous bugfix scipy version works fine (1.9.1).

### Steps/Code to Reproduce

**In Windows** (only) install at first these packages:

```bash
python -m pip install -U pip setuptools scipy==1.9.2 joblib scikit-learn
```

Then run this code (e.g. interactively):

```python
from joblib import Parallel, delayed
import sklearn
def a():
    from sklearn.model_selection import cross_val_score
    return cross_val_score
data_results = Parallel(n_jobs=4)(delayed(a)() for i in range(10))
```

The last line (above) fails.
To fix, just do (e.g. below) and rerun. 

```bash
python -m pip install -U pip scipy==1.9.1
```

### Expected Results

... nothing # if the minimum example above runs OK, nothing is deisplayed.

### Actual Results
```python-traceback

In [5]: data_results = Parallel(n_jobs=4)(delayed(a)() for i in range(10))
--------------------------------------------------------------------------- 
_RemoteTraceback                          Traceback (most recent call last)
_RemoteTraceback:
"""
Traceback (most recent call last):
  File "C:\Python\lib\site-packages\joblib\externals\loky\process_executor.py", line 428, in _process_worker
    r = call_item()
  File "C:\Python\lib\site-packages\joblib\externals\loky\process_executor.py", line 275, in __call__
    return self.fn(*self.args, **self.kwargs)
  File "C:\Python\lib\site-packages\joblib\_parallel_backends.py", line 620, in __call__
    return self.func(*args, **kwargs)
  File "C:\Python\lib\site-packages\joblib\parallel.py", line 288, in __call__
    return [func(*args, **kwargs)
  File "C:\Python\lib\site-packages\joblib\parallel.py", line 288, in <listcomp>
    return [func(*args, **kwargs)
  File "<ipython-input-1-bf041901e974>", line 2, in a
  File "C:\Python\lib\site-packages\sklearn\model_selection\__init__.py", line 23, in <module>
    from ._validation import cross_val_score
  File "C:\Python\lib\site-packages\sklearn\model_selection\_validation.py", line 32, in <module>
    from ..metrics import check_scoring
  File "C:\Python\lib\site-packages\sklearn\metrics\__init__.py", line 41, in <module>
    from . import cluster
  File "C:\Python\lib\site-packages\sklearn\metrics\cluster\__init__.py", line 22, in <module>
    from ._unsupervised import silhouette_samples
  File "C:\Python\lib\site-packages\sklearn\metrics\cluster\_unsupervised.py", line 16, in <module>
    from ..pairwise import pairwise_distances_chunked
  File "C:\Python\lib\site-packages\sklearn\metrics\pairwise.py", line 33, in <module>
    from ._pairwise_distances_reduction import PairwiseDistancesArgKmin
ImportError: DLL load failed while importing _pairwise_distances_reduction: The specified module could not be found.
"""

The above exception was the direct cause of the following exception:

ImportError                               Traceback (most recent call last)
Cell In [5], line 1
----> 1 data_results = Parallel(n_jobs=4)(delayed(a)() for i in range(10))

File C:\Python\lib\site-packages\joblib\parallel.py:1098, in Parallel.__call__(self, iterable)
   1095     self._iterating = False
   1097 with self._backend.retrieval_context():
-> 1098     self.retrieve() 
   1099 # Make sure that we get a last message telling us we are done
   1100 elapsed_time = time.time() - self._start_time

File C:\Python\lib\site-packages\joblib\parallel.py:975, in Parallel.retrieve(self)
    973 try:
    974     if getattr(self._backend, 'supports_timeout', False):
--> 975         self._output.extend(job.get(timeout=self.timeout))
    976     else:
    977         self._output.extend(job.get())
 
File C:\Python\lib\site-packages\joblib\_parallel_backends.py:567, in LokyBackend.wrap_future_result(future, timeout)
    564 """Wrapper for Future.result to implement the same behaviour as
    565 AsyncResults.get from multiprocessing."""
    566 try:
--> 567     return future.result(timeout=timeout)
    568 except CfTimeoutError as e:
    569     raise TimeoutError from e
 
File C:\Python\lib\concurrent\futures\_base.py:458, in Future.result(self, timeout)
    456     raise CancelledError()
    457 elif self._state == FINISHED:
--> 458     return self.__get_result()
    459 else:
    460     raise TimeoutError()
 
File C:\Python\lib\concurrent\futures\_base.py:403, in Future.__get_result(self)
    401 if self._exception:
    402     try:
--> 403         raise self._exception
    404     finally:
    405         # Break a reference cycle with the exception in self._exception
    406         self = None

ImportError: DLL load failed while importing _pairwise_distances_reduction: The specified module could not be found.
```

### Versions

```shell
System: 
    python: 3.10.7 (tags/v3.10.7:6cc6b13, Sep  5 2022, 14:08:36) [MSC v.1933 64 bit (AMD64)]
executable: C:\Python\python.exe
   machine: Windows-10-10.0.17763-SP0

Python dependencies:
      sklearn: 1.1.2
          pip: 22.2.2
   setuptools: 65.4.1
        numpy: 1.23.4
        scipy: 1.9.2
       Cython: None
       pandas: None
   matplotlib: None
       joblib: 1.2.0
threadpoolctl: 3.1.0

Built with OpenMP: True

threadpoolctl info: 
       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: C:\Python\Lib\site-packages\numpy\.libs\libopenblas.FB5AE2TYXYH2IJRDKGDGQ3XBKLKTF43H.gfortran-win_amd64.dll
        version: 0.3.20
threading_layer: pthreads
   architecture: Haswell
    num_threads: 2

       user_api: openmp
   internal_api: openmp
         prefix: vcomp
       filepath: C:\Python\Lib\site-packages\sklearn\.libs\vcomp140.dll
        version: None
    num_threads: 2

       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: C:\Python\Lib\site-packages\scipy\.libs\libopenblas.PZA5WNOTOH6FZLB2KBVKAURAKVTFSNNU.gfortran-win_amd64.dll
        version: 0.3.18
threading_layer: pthreads
   architecture: Haswell
    num_threads: 2
```

COMMENT:
@Micky774 @jeremiedbb Could you try to see if we solve the problem since you have a Windows machine ;) Be aware that you need to build scikit-learn from `main`. Using the nightly build is not enough since we did not upload it for a while (because there is a broken wheel).

Labels: Bug