Rework make test and github actions

[cfergeau]

At the moment, in gh actions, we run the make test target only on linux because some of the test require virtualization, and the only runners allowing this are the linux runners.

These testing targets could be reworked. We should be running all the tests which do not need virtualization on macos/linux/windows, and then run the tests which require virtualization on a linux runner since it is the only place where they can run.