[chore] Try adding merge_group to more jobs (open-telemetry#31228)

**Description:** 
The merge queue isn't working.  Maybe it wants more jobs to be included?

**Link to tracking Issue:** <Issue number if applicable>

open-telemetry/community#1936

.github/workflows/check-links.yaml

@@ -3,6 +3,7 @@ on:
  push:
  branches: [ main ]
  pull_request:
+ merge_group:
 
 # Do not cancel this workflow on main. See https://github.com/open-telemetry/opentelemetry-collector-contrib/pull/16616
 concurrency:

.github/workflows/e2e-tests.yml

@@ -7,6 +7,8 @@ on:
  tags:
  - 'v[0-9]+.[0-9]+.[0-9]+*'
  pull_request:
+ merge_group:
+
 env:
  # Make sure to exit early if cache segment download times out after 2 minutes.
  # We limit cache download as a whole to 5 minutes.

.github/workflows/prometheus-compliance-tests.yml

@@ -5,6 +5,7 @@ on:
  tags:
  - 'v[0-9]+.[0-9]+.[0-9]+*'
  pull_request:
+ merge_group:
 
 # Do not cancel this workflow on main. See https://github.com/open-telemetry/opentelemetry-collector-contrib/pull/16616
 concurrency: