[ci] Fix R 3.6 tests, dask tests, compatibility with dask>=2024.3.1 #8033

Job	Run time
r-sanitizers (ubuntu-latest, R-devel, gcc ASAN/UBSAN)	46m 25s
r-package (ubuntu-latest, gcc, R 3.6, cmake)	8m 33s
r-sanitizers (ubuntu-latest, R-devel, clang ASAN/UBSAN)	1m 50s
r-package (debian, R-devel, clang-16)	16m 42s
r-package (debian, R-devel, clang-17)	16m 52s
r-package (ubuntu-latest, gcc, R 4.3, cmake)	9m 34s
r-package (ubuntu-latest, clang, R 3.6, cmake)	8m 43s
r-package (ubuntu-latest, clang, R 4.3, cmake)	9m 44s
r-package (macOS-latest, gcc, R 4.3, cmake)	13m 27s
r-package (macOS-latest, clang, R 4.3, cmake)	15m 10s
r-package (windows-latest, MINGW, R 3.6, cmake)	16m 6s
r-package (windows-latest, MINGW, R 4.3, cmake)	18m 12s
r-package (windows-2019, MSVC, R 3.6, cmake)	14m 58s
r-package (windows-2022, MSVC, R 4.3, cmake)	29m 52s
r-package (windows-latest, MINGW, R 3.6, cran)	22m 6s
r-package (windows-latest, MINGW, R 4.3, cran)	21m 1s
r-package (ubuntu-latest, gcc, R 4.3, cran)	15m 55s
r-package (macOS-latest, clang, R 4.3, cran)	23m 18s
r-rchk (ubuntu-latest, gcc, R 4.3, cran)	9m 53s
all-r-package-jobs-successful	2s
	5h 18m 23s

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