[CHORE]: Add CI step to check for changelog update #5723

plotly/plotly.js#7850 added a CI job to plotly.js to ensure each PR adds a draftlog file.

We should add a similar CI job for plotly.py. In the case of plotly.py we need to check that the CHANGELOG.md file is updated.

If we want to get fancy, we could check for the correct formatting like in plotly/plotly.js#7850, but even a simple check to make sure the changelog has been edited would be a positive change.