[R-package] reduce verbosity in some unit tests

[jameslamb]

Contributes to #4862.

This PR proposes the first batch of changes to reduce the verbosity of the R package tests. I only changed a few tests, as this PR is mainly focused on getting a review of the proposed approach.

How I Tested This

I used the following code to determine the impact of this change.

sh build-cran-package --no-build-vignettes
R CMD INSTALL --with-keep.source ./lightgbm_3.3.1.99.tar.gz
cd R-package/tests
Rscript testthat.R > ../../out.log 2>&1
echo "log lines from tests: $(cat ../../out.log | wc -l)"

On master, the R tests generate 3065 lines of logs.
As of this PR, that's reduced to 2984.

Why allow changing this with an environment variable?

I think it would be useful to occasionally see all LightGBM logs from tests.

That can help to catch issues like #4225 that don't show up as test errors.

[StrikerRUS]

LGTM! I like this approach, thanks!

[github-actions]

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