[R-package] [ci] silence more logs in tests (fixes #4862)

[jameslamb]

Fixes #4862.

This removes the last remaining log lines from the R tests (other than dots for test statuses).

As described in #5237 (comment), when LightGBM's C++ code calls Log::Fatal(), the same log message comes through stderr twice:

1. as a log message printed with REprintf()
2. as an R exception

I think it makes sense to have both, so that if user code try-catches {lightgbm} stuff, suppressing those exceptions, they'll still at least see a log message indicating that the exception happened.

This PR proposes just using capture.output() in the R package's tests to keep those logs out of the test output.

[jmoralez]

Nice! I just ran this locally and see only the tests and their status

[jameslamb]

Great! Thanks for double-checking.

[github-actions]

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