[ci] fix GPG key download for R Linux jobs (fixes #6038) (#6039)

* [ci] fix GPG key download for R Linux jobs

* force use of the new config file

* empty commit

.ci/test_r_package.sh

@@ -36,7 +36,10 @@ fi
 #
 # `devscripts` is required for 'checkbashisms' (https://github.com/r-lib/actions/issues/111)
 if [[ $OS_NAME == "linux" ]]; then
+    mkdir -p ~/.gnupg
+    echo "disable-ipv6" >> ~/.gnupg/dirmngr.conf
     sudo apt-key adv \
+        --homedir ~/.gnupg \
         --keyserver keyserver.ubuntu.com \
         --recv-keys E298A3A825C0D65DFD57CBB651716619E084DAB9 || exit -1
     sudo add-apt-repository \