[drake_cmake_external] Add test case to disable solver

[tyler-yankee]

Addresses #22547. See #22626 for the change on Drake. This change adds a unit test to drake_cmake_external to test by disabling the CSDP solver.

Tested locally by changing the URL pointed to by ExternalProject_Add(drake) to the feature branch on Drake.

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This change is 

[tyler-yankee]

+@jwnimmer-tri for feature review, please!

Reviewable status: all discussions resolved, LGTM missing from assignee jwnimmer-tri, platform LGTM missing (waiting on @jwnimmer-tri)

[tyler-yankee]

Note that the CI failure in Jenkins is expected, since it's using Drake master which doesn't yet have the CMake solver opt-out flags.

Reviewable status: all discussions resolved, LGTM missing from assignee jwnimmer-tri, platform LGTM missing (waiting on @jwnimmer-tri)

[jwnimmer-tri]

Note that the CI failure in Jenkins is expected, since it's using Drake master which doesn't yet have the CMake solver opt-out flags.

A nice tool we sometimes use in cases like this is to temporarily add a commit here that re-points Drake to the pull request instead of master, so CI here will shine light. Then after the Drake PR lands, we revert that edit.