[R-package] Reduce duplication in Makevars.in, Makevars.win

[jameslamb]

Summary

See #3188 (comment) for background. Today in R-package/Makevars.win.in and R-package/Makevars.in, all objects have to be explicitly listed out.

To close this issue, you might take an approach like what xgboost does: https://github.com/dmlc/xgboost/blob/master/amalgamation/xgboost-all0.cc

[jameslamb]

closed in favor of being in #2302 ,where we keep all feature requests. Please comment here if you'd like to contribute this and the issue will be re-opened.

[github-actions]

This issue has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.