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ARROW-16828: [R][Packaging] Enable Brotli and BZ2 on MacOS and Windows (#13484)

MacOS was missing Brotli and BZ2. Windows was missing BZ2. After this, MacOS and Windows will have all compressions shipped in binaries.

Authored-by: Will Jones <willjones127@gmail.com>
Signed-off-by: Neal Richardson <neal.p.richardson@gmail.com>