with_package does not clean up Depends

``` r
print("survival" %in% .packages())
#> [1] FALSE
withr::with_package("penalized", 1)
#> [1] 1
print("survival" %in% .packages())
#> [1] TRUE
```

<sup>Created on 2024-06-27 with [reprex v2.0.2](https://reprex.tidyverse.org)</sup>