[R-package] remove pre-allocated call_state in C++ calls

[jameslamb]

This is another step towards #3016.

As of #4155 and #4163, the R package use .Call() to call routines from the C++ library. Currently, an integer called call_state is initialized on the R side before each such call, its value is manipulated during the call, and its value is returned by each call. Initializing this integer and passing it around is unnecessary, because nothing is done with it on the R side after the call completes. All uses of .Call() in the R package (except in calls to LGBM_GetLastError_R) modify their inputs by reference and do not return anything.

This PR proposes simplifying the R package and removing unnecessary memory usage and computation by removing the call_state concept. Instead, the functions defined in https://github.com/microsoft/LightGBM/blob/b27dcfa48f76e77c9e5033dcdefc1f3a76d99c8b/R-package/src/lightgbm_R.h are converted to return a SEXP (R's built-in type for passing data between R and C). This is initialized on the C++ side.

Notes for Reviewers

If you want to learn more about the R SEXP object, see https://cran.r-project.org/doc/manuals/r-release/R-ints.html#SEXPs.

[jameslamb]

/gha run r-solaris

Workflow Solaris CRAN check has been triggered! 🚀
https://github.com/microsoft/LightGBM/actions/runs/801388473

solaris-x86-patched: https://builder.r-hub.io/status/lightgbm_3.2.1.99.tar.gz-2df821005e34470eba4e33f7daef7e47
solaris-x86-patched-ods: https://builder.r-hub.io/status/lightgbm_3.2.1.99.tar.gz-a59dff6f8a754b21a78f5ad209e13c5b
Reports also have been sent to LightGBM public e-mail: http://www.yopmail.com/lightgbm_rhub_checks
Status: success ✔️.

[jameslamb]

/gha run r-valgrind

Workflow R valgrind tests has been triggered! 🚀
https://github.com/microsoft/LightGBM/actions/runs/801390521

Status: success ✔️.

[StrikerRUS]

Great!

[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.