[BUG][JNI] build.sh cudfjar fails

I cannot get `build.sh cudfjar` to work. I get:

```
Unable to get file status /etc/scl/conf/devtoolset-9: No such file or directory
```

This was after building cudf via `build.sh libcudf`. 

Filing this since it's not a great user experience that we can't build with the built-in script with default parameters.