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GH-38084: [R] Do not memory map when explicitly checking for file removal (#38085)

### Rationale for this change

We have failing CI on Windows because removing files that have memory mapped sections is not allowed.

### What changes are included in this PR?

Pass `mmap = FALSE` when we explicitly check for removal. I think the other cases are OK because `unlink()` fails silently (which is maybe why we haven't seen mass CI failures because of this issue before).

### Are these changes tested?

The changes are covered by existing tests.

### Are there any user-facing changes?

No.

* Closes: #38084

Authored-by: Dewey Dunnington <dewey@voltrondata.com>
Signed-off-by: Dewey Dunnington <dewey@voltrondata.com>