ARROW-17249: [CI][Conan] Enable bzip2

[kou]

No description provided.

[kou]

@github-actions crossbow submit -g conan

[github-actions]

https://issues.apache.org/jira/browse/ARROW-17249

[github-actions]

⚠️ Ticket has not been started in JIRA, please click 'Start Progress'.

[github-actions]

Revision: c8053ef

Submitted crossbow builds: ursacomputing/crossbow @ actions-b5bce999fa

Task	Status
conan-maximum
conan-minimum

[kou]

+1

[ursabot]

Benchmark runs are scheduled for baseline = f4c0cda and contender = 13f8d8d. 13f8d8d is a master commit associated with this PR. Results will be available as each benchmark for each run completes.
Conbench compare runs links:
[Failed ⬇️0.0% ⬆️0.0%] ec2-t3-xlarge-us-east-2
[Finished ⬇️0.27% ⬆️0.0%] test-mac-arm
[Finished ⬇️0.27% ⬆️0.0%] ursa-i9-9960x
[Finished ⬇️0.11% ⬆️0.0%] ursa-thinkcentre-m75q
Buildkite builds:
[Failed] 13f8d8dd ec2-t3-xlarge-us-east-2
[Finished] 13f8d8dd test-mac-arm
[Finished] 13f8d8dd ursa-i9-9960x
[Finished] 13f8d8dd ursa-thinkcentre-m75q
[Failed] f4c0cda0 ec2-t3-xlarge-us-east-2
[Finished] f4c0cda0 test-mac-arm
[Finished] f4c0cda0 ursa-i9-9960x
[Finished] f4c0cda0 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