CI: Remove the deprecated lychee option and specify the report file name in the Check Links workflow

[seisman]

The "Check Links" workflow fails (https://github.com/GenericMappingTools/pygmt/actions/runs/9535958882), because:

• We check out the repository and documentation into separate subdirectories
• gh only works for a git repository, so we need to change into the repository directory
• The lychee action is run in the github workspace directory.

Thus, the lychee output file lychee/out.md is also relative to the workspace directory. When running gh issue create, we should use the path ../lychee/out.md, but it's not readable.

In this PR, we explicitly set output: /tmp/lychee-out.md so that we can use the full path.

The workflow also reports a warning:

[WARN ] WARNING: `--exclude-mail` is deprecated and will soon be removed; E-Mail is no longer checked by default. Use `--include-mail` to enable E-Mail checking.

[weiji14]

Tested by manually triggering a run using workflow dispatch at https://github.com/GenericMappingTools/pygmt/actions/runs/9591086154/job/26447448448, and it worked (created an issue at #3298).