[ci] upgrade R to 4.1.1

[jameslamb]

Upgrades R to 4.1.1 in CI.

Linking to #3763

R 4.1.1 was released a few days ago. I don't see anything in https://cran.r-project.org/doc/manuals/r-release/NEWS.html that immediately jumps out as relevant to {lightgbm}, so this is just a routine CI update.

Notes for Reviewers

Marking this as blocking since CI on other PRs is failing due to warnings about this version:

*** arch - i386
Warning: package 'R6' was built under R version 4.1.1
*** arch - x64
Warning: package 'R6' was built under R version 4.1.1
** testing if installed package can be loaded from final location
*** arch - i386
Warning: package 'R6' was built under R version 4.1.1
*** arch - x64
Warning: package 'R6' was built under R version 4.1.1
** testing if installed package keeps a record of temporary installation path
NOTEs, WARNINGs, or ERRORs have been found by R CMD check

for example, from #4559: https://github.com/microsoft/LightGBM/pull/4559/checks?check_run_id=3427595691

[jameslamb]

I see the following new warning on Windows builds.

* checking for detritus in the temp directory ... NOTE

Found the following files/directories:

  'lastMiKTeXException'

Searching on GitHub, I found @StrikerRUS 's fix over in {RGF}: https://github.com/RGF-team/rgf/pull/349/files#r693281911

Pushed that fix here.

[StrikerRUS]

Haha, I was wondering why I couldn't find any mentions of lastMiKTeXException in internet except MikTeX sources during struggling with it in RGF. I hope someone will report this incompatibility of MikTeX and CRAN checks in appropriate place.

Thank you for this PR!

[github-actions]

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