Several tests in sklearn.datasets are always skipped in CI as indicated by CodeCov reports (previously discussed here #16110 (comment)).

These tests require downloading data from the network, and are, apparently, skipped intentionally. See

It seems the travis cron jobs also do not cover these tests (e.g. this job log).

Perhaps we could download and cache the data on Azure, or add the downloaded data to the cache for the Travis cron job.