[C++][Parquet] Debug Build might fail in DictEncoder dtor checking

[mapleFU]

Describe the enhancement requested

This is the case described in #35520 . But I didn't find it when previous meet the bug because I just use release build.

  void Close() override {
    if (!closed_) {
      closed_ = true;
      CheckRowsWritten();

      // Avoid invalid state if ColumnWriter::Close() throws internally.
      auto column_writers = std::move(column_writers_);
      for (size_t i = 0; i < column_writers.size(); i++) {
        if (column_writers[i]) {
          total_bytes_written_ += column_writers[i]->Close();
          total_compressed_bytes_written_ +=
              column_writers[i]->total_compressed_bytes_written();
        }
      }

      // Ensures all columns have been written
      metadata_->set_num_rows(num_rows_);
      metadata_->Finish(total_bytes_written_, row_group_ordinal_);
    }
  }

When close file with 10 columns, assume column writer 2 has exception on Close, it throw an exception. and the third one is a DictEncoder, so it would DCHECK failed:

  ~DictEncoderImpl() override { DCHECK(buffered_indices_.empty()); }

Component(s)

C++, Parquet

[mapleFU]

@pitrou I've draft a basic fixing for this #38118

I change DCHECK to ARROW_LOG(WARNING). This might not the best, because it might cause user forget to flush the DictEncoder. Another way is provide an abort.

      // Avoid invalid state if ColumnWriter::Close() throws internally.
      auto column_writers = std::move(column_writers_);
      for (size_t i = 0; i < column_writers.size(); i++) {
        if (column_writers[i]) {
           column_writers[i]->abort(); // abort might not throw exception.
        }
      }
      for (size_t i = 0; i < column_writers.size(); i++) {
        if (column_writers[i]) {
          total_bytes_written_ += column_writers[i]->Close();
          ...
        }
      }

And change DCHECK to:

DCHECK(aborted_ || !buffered_indices_.empty());

Any idea is ok for me :-)