feat: `LazyFrame.collect` with backend and **kwargs #5771

Job	Run time
pytest-38 (3.8, windows-latest)	1m 10s
pytest-full-coverage (3.11, ubuntu-latest)	5m 17s
pytest-38 (3.8, ubuntu-latest)	50s
pytest-windows (3.10, windows-latest)	10m 41s
pytest-full-coverage (3.13, ubuntu-latest)	3m 37s
pytest-windows (3.12, windows-latest)	4m 4s
	25m 39s

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