MAINT - Update actions

[trallard]

Description

There are several warnings in our CI about deprecations due to outdated actions. This PR

• bumps relevant actions to their latest major release
• adds some cosmetic changes to keep workflows consistent

Pull request checklist

• [x] Did you test this change locally?
• [ ] Did you update the documentation (if required)?
• [ ] Did you add/update relevant tests for this change (if required)?

Additional information

[trallard]

It should always use main for the release action since it is only triggered on tag creation which should be created off main