[C++][FlightRPC] Don't use ExecutionError in Flight SQL

[asfimport]

This is meant for Gandiva, we should use a more relevant error

Reporter: David Li / @lidavidm

_{Note: This issue was originally created as ARROW-16217. Please see the migration documentation for further details.}

[github-actions]

This issue has been marked as stale because it has had no activity in the past 365 days. Please remove the stale label or comment below, or this issue will be closed in 14 days. If this improvement is still desired but has no current owner, please add the 'Status: needs champion' label.