Often, it is not that simple. Many code bases are completely lacking any integration or end-to-end tests, despite having tons of unit tests. Unit tests can pass, but the system may still "not work" due to failures to call the new code in the correct place. The original developer can miss this and it may not be obvious from the context of the PR that something not already in the PR needs to also change. "You don't know what you don't know..."
It seems to me it would be worth the effort to get CI in place over having reviewers manually run the same thing. The labor is more expensive than the computers
Yes. Ideally we would write integration and e2e tests, and run them during CI. I personally favor those sorts of tests but they require a lot of effort.