MINOR: [R] Add a missing step to the release checklist (#35142)

Authored-by: Nic Crane <[email protected]>
Signed-off-by: Jacob Wujciak-Jens <[email protected]>

r/PACKAGING.md

@@ -128,6 +128,8 @@ Wait for CRAN...
 - [ ] Tag the tip of the CRAN-specific release branch
 - [ ] Add a new line to the matrix in the [backwards compatability job](https://github.com/apache/arrow/blob/main/dev/tasks/r/github.linux.arrow.version.back.compat.yml)
 - [ ] (patch releases only) Update the package version in `ci/scripts/PKGBUILD`, `dev/tasks/homebrew-formulae/autobrew/apache-arrow.rb`, `r/DESCRIPTION`, and `r/NEWS.md`
+- [ ] (CRAN-only releases) Rebuild the docs with `pkgdown::build_site(examples = FALSE, lazy = TRUE, install = FALSE)` and submit a PR to [the `asf-site` branch of the docs site](https://github.com/apache/arrow-site) with the contents of `r/docs/news/index.html`.
+- [ ] (CRAN-only releases) Bump the version number in `r/pkgdown/assets/versions.json`, and update this on the [the `asf-site` branch of the docs site](https://github.com/apache/arrow-site) too.
 - [ ] Update the packaging checklist template to reflect any new realities of the
   packaging process.
 - [ ] Wait for CRAN-hosted binaries on the