ARROW-16261: [C++] Fix DeleteDirContents on HDFS with missing_dir_ok=True

[pitrou]

Also improve errno propagation from HDFS-related errors.

[pitrou]

@github-actions crossbow submit hdfs

[github-actions]

https://issues.apache.org/jira/browse/ARROW-16261

[github-actions]

Revision: 0741251

Submitted crossbow builds: ursacomputing/crossbow @ actions-1893

Task	Status
test-conda-python-3.7-hdfs-2.9.2
test-conda-python-3.7-hdfs-3.2.1

[westonpace]

Thanks, I had mistakenly assumed that hdfs tests were part of the regular CI.

[ursabot]

Benchmark runs are scheduled for baseline = fd5f28e and contender = c04c3ff. c04c3ff is a master commit associated with this PR. Results will be available as each benchmark for each run completes.
Conbench compare runs links:
[Finished ⬇️0.0% ⬆️0.0%] ec2-t3-xlarge-us-east-2
[Failed] test-mac-arm
[Finished ⬇️0.0% ⬆️0.0%] ursa-i9-9960x
[Finished ⬇️0.34% ⬆️0.08%] ursa-thinkcentre-m75q
Buildkite builds:
[Finished] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-ec2-t3-xlarge-us-east-2/builds/610| c04c3ff2 ec2-t3-xlarge-us-east-2>
[Failed] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-test-mac-arm/builds/598| c04c3ff2 test-mac-arm>
[Finished] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-ursa-i9-9960x/builds/597| c04c3ff2 ursa-i9-9960x>
[Finished] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-ursa-thinkcentre-m75q/builds/608| c04c3ff2 ursa-thinkcentre-m75q>
[Finished] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-ec2-t3-xlarge-us-east-2/builds/609| fd5f28ec ec2-t3-xlarge-us-east-2>
[Failed] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-test-mac-arm/builds/597| fd5f28ec test-mac-arm>
[Finished] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-ursa-i9-9960x/builds/596| fd5f28ec ursa-i9-9960x>
[Finished] <https://buildkite.com/apache-arrow/arrow-bci-benchmark-on-ursa-thinkcentre-m75q/builds/607| fd5f28ec ursa-thinkcentre-m75q>
Supported benchmarks:
ec2-t3-xlarge-us-east-2: Supported benchmark langs: Python, R. Runs only benchmarks with cloud = True
test-mac-arm: Supported benchmark langs: C++, Python, R
ursa-i9-9960x: Supported benchmark langs: Python, R, JavaScript
ursa-thinkcentre-m75q: Supported benchmark langs: C++, Java