Add cmdstanr to GHA workflows

[VisruthSK]

Just noticed that tests were getting skipped in R CMD CHECK since cmdstanr isn't being installed on runners; I don't see any reason not to add it and run these tests in CI/CD.

   ══ Skipped tests (1) ═══════════════════════════════════════════════════════════
  • {cmdstanr} is not installed (1): 'test-extractors.R:120:3'

[jgabry]

I think the only reason I hadn't done this before is to avoid any headaches due to compilation issues that occasionally happen on GHA. Since so few tests required cmdstanr I didn't want that to cause failures since I also always run those tests locally before doing any releases. But we can try adding it and see if there are any issues.