Reduce the number of CI tests

[certik]

Right now there are way too many CI tests (34), that increase the maintenance burden. For example not all of them are properly "required" in a PR, some are not required, and some other once are required but not present. It's hard to maintain all of them in Settings and we already can't keep up. So we need to fix it by reducing the number of total tests to about 10, which is manageable.

Rather, one should test the representative build on each platform/compiler combination that we want to support. And then on the fastest runner (say Ubuntu 22) test the rest of the cmake options and optional dependencies combinations.

Ideally 10 total tests or something like that. Right now there are 34 tests.

[rikardn]

I agree. And having all tests run on GHA would also reduce the maintenance burden. Currently a handful still run on appveyor.

[lkeegan]

I agree with simplifying the CI tests - in the meantime @oliverlee suggested a nice solution to avoid having to update the list of required tests every time the CI is updated, by having a check CI job that passes if all other jobs pass and fails otherwise. Then only the check job needs to be required.
I made a PR here: #2049