[CI] Upgrade to CMake 3.14 #7060
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GPUTreeSHAP now requires CMake 3.14, and XGBoost depends on GPUTreeSHAP. While GPUTreeSHAP is strictly an optional dependency (it's only enabled when GPU support is enabled), it is not too big of a jump to upgrade from CMake 3.13 to CMake 3.14.
Unblocks #7053