DGL installs for CUDA support even when CUDA is set to none for Installation Instructions

## 🐛 Bug

I am following the official installation instructions for DGL with CUDA set to NONE as my laptop does not have CUDA. The resulting command is:
pip install dgl -f https://data.dgl.ai/wheels/repo.html
pip install dglgo -f https://data.dgl.ai/wheels-test/repo.html
However, this command installs dgl with cuda (`Successfully installed dgl-2.0.0+cu121`)
When I try to import DGL in python, I get the following error:

`FileNotFoundError: Could not find module 'C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\site-packages\dgl\dgl.dll' (or one of its dependencies). Try using the full path with constructor syntax.`

## To Reproduce

OS: Windows 11
Python: 3.10
Hardware: Intel CPU without nVidia Card and thus no CUDA availability

Steps to reproduce the behavior:

1. pip uninstall all previous versions of dgl and torch
2. Issue the following command: pip install dgl -f https://data.dgl.ai/wheels/repo.html
3. Issue the following command: pip install dglgo -f https://data.dgl.ai/wheels-test/repo.html
4. Start a python environment: python
5. Issue the command import dgl

```
C:\Users\sarwj>python
Python 3.10.11 (tags/v3.10.11:7d4cc5a, Apr 5 2023, 00:38:17) [MSC v.1929 64 bit (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import dgl
Traceback (most recent call last):
File "", line 1, in
File "C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\site-packages\dgl\__init__.py", line 14, in
from .backend import backend_name, load_backend # usort: skip
File "C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\site-packages\dgl\backend\__init__.py", line 122, in
load_backend(get_preferred_backend())
File "C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\site-packages\dgl\backend\__init__.py", line 51, in load_backend
from .._ffi.base import load_tensor_adapter # imports DGL C library
File "C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\site-packages\dgl\_ffi\base.py", line 50, in
_LIB, _LIB_NAME, _DIR_NAME = _load_lib()
File "C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\site-packages\dgl\_ffi\base.py", line 39, in _load_lib
lib = ctypes.CDLL(lib_path[0])
File "C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\ctypes\__init__.py", line 374, in __init__
self._handle = _dlopen(self._name, mode)
FileNotFoundError: Could not find module 'C:\Users\sarwj\AppData\Local\Programs\Python\Python310\lib\site-packages\dgl\dgl.dll' (or one of its dependencies). Try using the full path with constructor syntax.
```

## Expected behavior
1. The correct NON-CUDA version of DGL is installed
2. DGL is imported into python successfully with no errors and can be used.

## Environment

- DGL Version (e.g., 1.0): 2.0.0+cu121
- Backend Library & Version (e.g., PyTorch 0.4.1, MXNet/Gluon 1.3): PyTorch 2.1.2
- OS (e.g., Linux): Windows 11
- How you installed DGL (`conda`, `pip`, source): pip
- Build command you used (if compiling from source):
- Python version: 3.10
- CUDA/cuDNN version (if applicable): None
- GPU models and configuration (e.g. V100): N/A
- Any other relevant information:

## Additional context