[R] Avoid warnings and prints during tests #11402

Job	Run time
Build CI containers (xgb-ci.manylinux2014_x86_64)	36s
Build libxgboost4j.dylib for MacOS (Apple Silicon)	1m 29s
Build CI containers (xgb-ci.jvm)	43s
Build libxgboost4j.dylib for MacOS (Intel)	3m 47s
Build and test JVM packages (windows-latest)	9m 10s
Build CI containers (xgb-ci.jvm_gpu_build)	1m 51s
Build and test JVM packages (macos-13)	10m 28s
Build CI containers (xgb-ci.manylinux2014_aarch64)	29s
Build libxgboost4j.so with CUDA	6m 20s
Build libxgboost4j.so targeting glibc 2.17 (arch aarch64, runner linux-arm64-cpu)	2m 12s
Build and test JVM packages (Linux, Scala 2.12)	10m 34s
Build libxgboost4j.so targeting glibc 2.17 (arch x86_64, runner linux-amd64-cpu)	1m 59s
Build and test JVM packages (Linux, Scala 2.13)	5m 30s
Build docs for JVM packages	4m 26s
Test JVM packages with CUDA (Scala 2.12)	5m 53s
Test JVM packages with CUDA (Scala 2.13)	5m 58s
Deploy JVM packages to S3 (cpu)	44s
Deploy JVM packages to S3 (cpu)	42s
Deploy JVM packages to S3 (gpu)	1m 42s
Deploy JVM packages to S3 (gpu)	1m 48s
	1h 16m 21s

Provide feedback