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GH-39697: [R] Source build should check if offline (#39699)

### Rationale for this change

CRAN.

### What changes are included in this PR?

See the commit messages

### Are these changes tested?

Existing CI should pass and not be affected. We should confirm that source builds get all features enabled. We should test on macbuilder with this package and with one where we've inserted `download.file <- function(...) stop()` at the top of nixlibs.R to simulate offline behavior.

### Are there any user-facing changes?

I hope there is only one user affected. 
* Closes: #39697

Authored-by: Neal Richardson <neal.p.richardson@gmail.com>
Signed-off-by: Jacob Wujciak-Jens <jacob@wujciak.de>