Feature request: Copy the Python API's ability to write directly to Polars

[BorgeJorge]

It would be great if DuckDB-R could write directly to all the "fast" data formats in R (data.table, collapse, Polars, etc.), but the easiest to implement might be writing to Polars, since the Python API can already do this.

[krlmlr]

Thanks. I wonder if Polars could consume Arrow so that we can always fall back to this? I see how writing directly to Polars and collapse might be faster, it's also a lot of work.