ci: Lint changelogs in CI

[Mrtenz]

Seems that we unintentionally stopped validating changelogs in CI at some point. This adds a step to start validating them again.

[FrederikBolding]

Once rebased this should pass

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

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Additional details and impacted files

@@           Coverage Diff           @@
##             main    #3512   +/-   ##
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  Coverage        ?   98.24%           
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  Files           ?      407           
  Lines           ?    11488           
  Branches        ?     1783           
=======================================
  Hits            ?    11286           
  Misses          ?      202           
  Partials        ?        0           

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