[ci] fail linting CI job if PowerShell ScriptAnalyzer failed

[StrikerRUS]

Current master lint CI run was successful even after the following error:

...
Linting PowerShell code
Invoke-ScriptAnalyzer: /home/runner/work/LightGBM/LightGBM/.ci/lint-powershell.ps1:56
Line |
  56 |  Invoke-ScriptAnalyzer -Path ./ -Recurse -EnableExit -Settings $settin …
     |  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
     | Object reference not set to an instance of an object.
Channels:
 - conda-forge
Platform: linux-64
Collecting package metadata (repodata.json): ...working... done
Solving environment: ...working... done
...

https://github.com/microsoft/LightGBM/actions/runs/20750440389/job/59578148561#step:3:536

---

How I tested?

Make an error in argument name: -Recurse -> -Reurse and run CI.

Without the proposed fix CI is green:

...
Linting PowerShell code
Invoke-ScriptAnalyzer: /home/runner/work/LightGBM/LightGBM/.ci/lint-powershell.ps1:58
Line |
  58 |  Invoke-ScriptAnalyzer -Path ./ -Reurse -EnableExit -Settings $setting …
     |                                 ~~~~~~~
     | A parameter cannot be found that matches parameter name 'Reurse'.
Channels:
 - conda-forge
Platform: linux-64
Collecting package metadata (repodata.json): ...working... done
Solving environment: ...working... done
...

https://github.com/microsoft/LightGBM/actions/runs/21009530986/job/60400683817#step:3:534

With the proposed fix CI is red:

...
Linting PowerShell code
Invoke-ScriptAnalyzer: /home/runner/work/LightGBM/LightGBM/.ci/lint-powershell.ps1:58
Line |
  58 |  Invoke-ScriptAnalyzer -Path ./ -Reurse -EnableExit -Settings $setting …
     |                                 ~~~~~~~
     | A parameter cannot be found that matches parameter name 'Reurse'.
Error: Process completed with exit code 1.

https://github.com/microsoft/LightGBM/actions/runs/21009804641/job/60401641039#step:3:533

[jameslamb]

Oh wow, thank you for noticing and fixing this!

[jameslamb]

Looks like the failing latest versions job was caused by this recent scikit-learn PR: scikit-learn/scikit-learn#32212

I've put up #7128 with a proposed fix.

[StrikerRUS]

Thank you so much!