[ci] Set check_connection=ON globally

This way, we are not affected by problems downloading the connection
check file from `root.cern`.

Author: guitargeek

.github/workflows/root-ci-config/buildconfig/global.txt

@@ -34,6 +34,7 @@ builtin_zlib=OFF
 builtin_zstd=OFF
 ccache=ON
 cefweb=OFF
+check_connection=OFF
 clad=ON
 clingtest=OFF
 cocoa=OFF