ARROW-8125: [C++] Restore link between tests created with add_arrow_t…

…est and arrow-tests target

I'm not sure why this was removed but I originally set up the `arrow-tests`, `parquet-tests`, etc. labels to make it easy to build a subset of unit tests of interest. The feature introduced in ARROW-8014 I don't think is affected by this

Closes #6627 from wesm/ARROW-8125

Authored-by: Wes McKinney <wesm+git@apache.org>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>

cpp/src/arrow/CMakeLists.txt

@@ -45,6 +45,8 @@ function(ADD_ARROW_TEST REL_TEST_NAME)
 
   if(ARG_LABELS)
     set(LABELS ${ARG_LABELS})
+  else()
+    set(LABELS "arrow-tests")
   endif()
 
   # Because of https://gitlab.kitware.com/cmake/cmake/issues/20289,