Fix failing python tests

The requests module 1.2.3 is no longer compatible with python >=3.10.0.
So, instead use 2.26.0, the most recent version that is compatible with
our supported python versions at the time of this commit.

.github/workflows/python-deps.yml

@@ -123,6 +123,10 @@ jobs:
     # Checks-out your repository under $GITHUB_WORKSPACE, so your job can access it
     - uses: actions/checkout@v2
 
+    - uses: actions/setup-python@v2
+      with:
+        python-version: ${{ matrix.python-version }}
+
     - name: Initialize CodeQL
       uses: ./init
       with: