[CI] enable the bugprone-unhandled-exception-at-new check

[dbarker]

Contributes to #4682

clang-tidy is not reporting all cases where dynamic memory allocation may throw inside a noexcept method.

Changes

• enable the bugprone-unhandled-exception-at-new clang-tidy check

For significant contributions please make sure you have completed the following items:

• CHANGELOG.md updated for non-trivial changes
• Unit tests have been added
• Changes in public API reviewed

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 86.77%. Comparing base (a3186da) to head (663be45).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #4689   +/-   ##
=======================================
  Coverage   86.77%   86.77%           
=======================================
  Files         525      525           
  Lines       20742    20742           
=======================================
  Hits        17997    17997           
  Misses       2745     2745           

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[marcalff]

LGTM