Add JLD2 to test env

[christiangnrd]

For JuliaGPU/GPUArrays.jl#597

No release required, just merge

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 89.50%. Comparing base (8b6a2a0) to head (5bf4bf0).
Report is 1 commits behind head on master.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #2792      +/-   ##
==========================================
- Coverage   89.66%   89.50%   -0.16%     
==========================================
  Files         153      153              
  Lines       13298    13298              
==========================================
- Hits        11923    11903      -20     
- Misses       1375     1395      +20     

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