[CI][R] Make Windows tests more verbose in case of segfault

[asfimport]

Reporter: Neal Richardson / @nealrichardson
Assignee: Neal Richardson / @nealrichardson

PRs and other links:

• GitHub Pull Request #6878

_{Note: This issue was originally created as ARROW-8375. Please see the migration documentation for further details.}

[asfimport]

Neal Richardson / @nealrichardson:
Issue resolved by pull request 6878
#6878