rapidsai/dask-cuda#1539 fixed a missing RAPIDS_TESTS_DIR environment variable that wasn't previously defined in ci/test_wheels.sh. @KyleFromNVIDIA suggested in rapidsai/dask-cuda#1539 (review) that this is a common pattern and would ideally be fixed somewhere more central, either here or in https://github.com/rapidsai/ci-imgs, based on my superficial understanding I think this repository is more likely to be where to fix it, but I can be wrong.
This is a just an improvement suggestion and non-blocking, thus can be considered low-priority.