[C++] SerializedAsyncTaskGroup does not finish if an error arrives while there are still tasks to run

[asfimport]

While testing ARROW-15069 I ran into a max_open_files issue. Part of that was because the dataset writer had too aggressive of a default for max_open_files. The other part was that the error was not correctly propagating because the file writer's task group was never completing.

Reporter: Weston Pace / @westonpace
Assignee: Weston Pace / @westonpace

PRs and other links:

• GitHub Pull Request #11958

_{Note: This issue was originally created as ARROW-15090. Please see the migration documentation for further details.}

[asfimport]

David Li / @lidavidm:
Issue resolved by pull request 11958
#11958