Our publishing workflow didn't create a release on GitHub for 2.4.0 so a release step [failed](https://github.com/urllib3/urllib3/actions/runs/14383708227/job/40333858046) and a bit of manual intervention was needed. For previous versions, GitHub releases were created by the SLSA generator which has recently been dropped #3566. We need a new step to create the release by `gh release create` before publishing to the **live** PyPI.