CMake FindPython fails to find Python include dirs and libraries on Windows 3.10+ with GH actions

[Ahajha]

Lot of moving parts, so starting at the beginning: I'm working on this PR to switch xgrammar from pybind11 to nanobind. The existing CI works currently. I don't know specifics, but I believe pybind11 does a lot of extra work to find the python libraries, whereas nanobind just uses FindPython for simplicity - my guess is that there's some code path we were hitting before that we aren't now.

Specifically, I'm looking at this test run, where on Windows, 3.9 builds but 3.10 fails (I assume the others would fail, but I don't know for certain).

I've poked around and found a few facts and issues that seem relevant:

• Python is downloaded through NuGet, which CMake doesn't integrate with by default.
• Missing Python_INCLUDE_DIRS and Python_LIBRARIES #727 - Basically same issue but old I think
• This comment (and the rest of the issue) were interesting, which let me to see that it should work out of the box. I tried the workaround in that comment but no change.

We're using 2.22.0 currently, I haven't tried updating but nothing from the later releases seems related to this issue.

Not sure if this is a bug or if there's something wrong with our setup.

[Ahajha]

Also perhaps related - the github hosted runners I think use 3.9 by default (see here), but it also mentions all minor versions are "cached", but I don't know exactly what that means.

[Ahajha]

Answer ended up that I needed to also specify the Interpreter component