[DO-NOT-MERGE] Investigate AppVeyor build failure

[HyukjinKwon]

What changes were proposed in this pull request?

Investigate AppVeyor build failure.

Why are the changes needed?

Does this PR introduce any user-facing change?

How was this patch tested?

[SparkQA]

Test build #109338 has finished for PR 25493 at commit 8071c97.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.

[HyukjinKwon]

I am going to keep investigating at #25497

[SparkQA]

Test build #109336 has finished for PR 25493 at commit 23d962c.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.

[SparkQA]

Test build #109337 has finished for PR 25493 at commit fff227c.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.

[SparkQA]

Test build #109339 has finished for PR 25493 at commit b4d0eea.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.

[SparkQA]

Test build #109341 has finished for PR 25493 at commit 10f37bd.

• This patch fails Spark unit tests.
• This patch merges cleanly.
• This patch adds no public classes.

[SparkQA]

Test build #109340 has finished for PR 25493 at commit e1f6e22.

• This patch passes all tests.
• This patch merges cleanly.
• This patch adds no public classes.