Array API tests fail on main

### Describe the bug

I ran the Array API tests on main and got 10 failing tests. 
(Last week, with an older main and everything else the same, I had 4 failing tests.)

array_api_compat==1.7.1

I only ran the cpu tests.

### Steps/Code to Reproduce

`pytest sklearn/utils/tests/test_array_api.py`

### Expected Results

all tests pass

### Actual Results

```
FAILED sklearn/utils/tests/test_array_api.py::test_get_namespace_ndarray_with_dispatch - AssertionError
FAILED sklearn/utils/tests/test_array_api.py::test_average[None-None-False-21-numpy-None-None] - AssertionError
FAILED sklearn/utils/tests/test_array_api.py::test_average_raises_with_invalid_parameters[0-weights1-TypeError-1D weights expected-numpy-None-None] - ValueError: Shape of weights must be consistent with shape of a along specified axis.
FAILED sklearn/utils/tests/test_array_api.py::test_average_raises_with_invalid_parameters[0-weights2-ValueError-Length of weights-numpy-None-None] - AssertionError: Regex pattern did not match.
FAILED sklearn/utils/tests/test_array_api.py::test_count_nonzero[None-None-csr_matrix-numpy-None-None] - AssertionError
FAILED sklearn/utils/tests/test_array_api.py::test_count_nonzero[None-None-csr_array-numpy-None-None] - AssertionError
FAILED sklearn/utils/tests/test_array_api.py::test_count_nonzero[int-None-csr_matrix-numpy-None-None] - AssertionError
FAILED sklearn/utils/tests/test_array_api.py::test_count_nonzero[int-None-csr_array-numpy-None-None] - AssertionError
FAILED sklearn/utils/tests/test_array_api.py::test_count_nonzero[float-None-csr_matrix-numpy-None-None] - AssertionError
FAILED sklearn/utils/tests/test_array_api.py::test_count_nonzero[float-None-csr_array-numpy-None-None] - AssertionError
```


### Versions

```shell
System:
    python: 3.12.2 (main, Apr 18 2024, 11:14:27) [GCC 13.2.1 20230801]
executable: /home/stefanie/.pyenv/versions/3.12.2/envs/scikit-learn_dev/bin/python
   machine: Linux-6.9.5-arch1-1-x86_64-with-glibc2.39

Python dependencies:
      sklearn: 1.6.dev0
          pip: 24.0
   setuptools: 69.5.1
        numpy: 2.1.0.dev0
        scipy: 1.13.0
       Cython: 3.0.10
       pandas: 2.2.2
   matplotlib: 3.8.4
       joblib: 1.4.0
threadpoolctl: 3.4.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: openblas
    num_threads: 14
         prefix: libopenblas
       filepath: /home/stefanie/.pyenv/versions/3.12.2/envs/scikit-learn_dev/lib/python3.12/site-packages/scipy.libs/libopenblasp-r0-24bff013.3.26.dev.so
        version: 0.3.26.dev
threading_layer: pthreads
   architecture: Haswell

       user_api: openmp
   internal_api: openmp
    num_threads: 14
         prefix: libgomp
       filepath: /usr/lib/libgomp.so.1.0.0
        version: None
```

Also just tested with numpy==2.0.0, and the same failures.

COMMENT:
Waiting for reactions on the above issue before trying to fix things. We could remove the check that the thing returned from `xp.sum` is on the same device as the input. But it isn't clear to me if what we see is a bug in Numpy or us being too strict in our check.

Labels: Bug, Array API