[CI][C++] Minimal examples fail to compile due to missing configuration for arrow_bundled_dependencies

[raulcd]

Describe the bug, including details regarding any error messages, version, and platform.

The following jobs have been failing:
example-cpp-minimal-build-static
example-cpp-minimal-build-static-system-dependency
since b63463c was merged.

I have reproduced locally with:

$ cd arrow/cpp/examples/minimal_build
$ docker-compose run --rm static

I've checked the docker container and the built CMake seems to suggest arrow_bundled_dependencies is not found correctly:

root@70c12a6c178d:/build/example# vim CMakeFiles/arrow-example.dir/build.make 
...
# External object files for target arrow-example
arrow__example_EXTERNAL_OBJECTS =

arrow-example: CMakeFiles/arrow-example.dir/example.cc.o
arrow-example: CMakeFiles/arrow-example.dir/build.make
arrow-example: /usr/local/lib/libarrow.a
arrow-example: Arrow::arrow_bundled_dependencies-NOTFOUND
arrow-example: CMakeFiles/arrow-example.dir/link.txt

Component(s)

C++, Continuous Integration

[raulcd]

I've validated that reverting the change for ArrowConfig.cmake.in fix the issue.

[assignUser]

The problem is that the changes from #35109 expect LOCATION_<CONFIGURATION> to be set, which is not the case by default. This leads to empty vars and wrong locations.

This issue should have been found pre-merge by running crossbow jobs.
cc @kou

-- Arrow version: 12.0.0
-- Found the Arrow shared library: 
-- Found the Arrow import library: 
-- Found the Arrow static library: /usr/local/lib/libarrow.a
CMake Error at CMakeLists.txt:28 (message):
  LOCATION_RELEASE: lib dir: /usr/local/lib

[kou]

Oh, sorry...

[assignUser]

Seems to happen frequently as there is a warning specifically for this since 3.19 :D (which pop up when building with 3.19+)
https://cmake.org/cmake/help/latest/policy/CMP0111.html