### Describe the bug Noticed in https://github.com/scikit-learn/scikit-learn/issues/32171. Work-around with `scipy<1.16.2` in https://github.com/scikit-learn/scikit-learn/pull/32273. As noted in https://github.com/scikit-learn/scikit-learn/issues/32171#issuecomment-3323361410 scipy 1.16.2 has OpenBLAS 0.3.29dev and scipy 1.16.1 has OpenBLAS 0.3.28. My wild guess is that this is a OpenBLAS within OpenMP kind of issue but we would need to investigate in more details to report it upstream.