[C++] Have exported ArrowArrayStreams call RecordBatchReader::Close

[asfimport]

We added RecordBatchReader::Close(), should we have an exported ArrowArrayStream call this?

The issue is that release() can't return errors. We could call Close() implicitly after the last batch if the user drains the ArrowArrayStream, and return any error there, but if they don't drain the stream (but call release) we'll have no way to return the error. (Or we could make an ABI break…)

Reporter: David Li / @lidavidm

_{Note: This issue was originally created as ARROW-16836. Please see the migration documentation for further details.}

[asfimport]

David Li / @lidavidm:
CC @vibhatha @westonpace

[asfimport]

Antoine Pitrou / @pitrou:
We can simply warn if Close() returns a non-ok status, which should be exceptional.

[github-actions]

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