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GH-39601: [R] Don't download cmake when TEST_OFFLINE_BUILD=true (#39602)

See #39601 

### Are these changes tested?

Existing CI should pass. This should also pass on macbuilder without downloading cmake, and if hardcoding `download_ok <- FALSE`, it should exit cleanly and informatively.

### Are there any user-facing changes?

Define "user".
* Closes: #39601

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