[R][CI] Add check that all docs pages are listed in _pkgdown.yml

[asfimport]

Our (external) nightly R packaging and docs build is failing to render the pkgdown site: https://github.com/ursa-labs/arrow-r-nightly/runs/2266551062?check_suite_focus=true#step:9:55

This is due to (1) a new-ish change in pkgdown that errors if topics are not included and (2) the recent addition of FragmentScanOptions, which did not get added to _pkgdown.yml.

We should validate this on our regular CI in order to prevent future issues like this. We often have to add things to _pkgdown.yml right at release time, and it would be better to keep up as we go. Some ideas for how:

• Add a step to an existing R workflow (e.g. https://github.com/apache/arrow/blob/master/.github/workflows/r.yml#L60) that does this check
• Add a new workflow that is triggered only on changes to r/man and r/_pkgdown.yml
• In either case, this could be done as a bash script, a python script, or an R script. If using R, note that the docker-based CI jobs won't have R installed, so you might want to tack it onto one of the windows jobs (which uses the setup-r action), but then you're in windows.
• You could install pkgdown and try to build the site, but that's a lot of dependency to download and install just to essentially compare some lines in a yaml file with a directory listing (i.e., make sure that all r/man/*.Rd have corresponding entries in the reference part of the yml), so python or even a bash script might be more efficient to run. And since this is going to run a lot, it's worth considering how to keep runtime down even if that means more work to set it up.
• If you're scripting this standalone, think you'll need to filter out Rd files that have \keyword{internal} as pkgdown excludes those from the reference list.

Reporter: Neal Richardson / @nealrichardson
Assignee: Nicola Crane / @thisisnic

PRs and other links:

• GitHub Pull Request #9946

_{Note: This issue was originally created as ARROW-12236. Please see the migration documentation for further details.}

[asfimport]

Neal Richardson / @nealrichardson:
Issue resolved by pull request 9946
#9946