CI: Create a mini pipeline to test developer UX (build + test) #1073

I think we will find issues during daily development if it does not work, because the expectation is that locally one would only build against a single CUDA version. But if adding an CI can help ensuring this, I can add a separate CI pipeline in the next PR? (It'd have to be a standalone pipeline, though, no participation in the build/test matrices.)

Adding a separate CI pipeline sounds reasonable and doing it in a follow up is fine. Ideally we cover both CUDA 12.x and 13.x on both Windows and Linux?

Originally posted by @kkraus14 in #1041 (comment)