[C++] Vendored Boost build does not build regex library

[asfimport]

This can be hit via -DARROW_BOOST_VENDORED=ON

Reporter: Wes McKinney / @wesm
Assignee: Phillip Cloud / @cpcloud

PRs and other links:

• GitHub Pull Request #1760

_{Note: This issue was originally created as ARROW-2320. Please see the migration documentation for further details.}

[asfimport]

Uwe Korn / @xhochy:
Issue resolved by pull request 1760
#1760