[R-package] [tests] remove uses of testthat::context()

[jameslamb]

Older versions of {testthat} required the use of a function, testthat::context(), to separate tests in reporting output.

{testthat} has been moving away from requiring that, instead preferring to group tests results by test file name, the way pytest does.

From the testthat docs (link)

Use of context() is no longer recommended. Instead omit it, and messages will use the name of the file instead. This ensures that the context and test file name are always in sync.

And from the vignette describing {testthat} 3.x (link), which was first released in October 2020 (link)

context() is formally deprecated. testthat has been moving away from context() in favour of file names for quite some time, and now you'll be strongly encouraged remove these calls from your tests.

This PR proposes removing uses of context() in the R package's tests.

Notes for Reviewers

Contributes to #4862. Check the logs in the r-package MSVC tests to see what the new test logs look like (since those tests don't run R CMD check).

[StrikerRUS]

Thanks for the cleanup!

[StrikerRUS]

Please resolve conflicts with master.

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.