ARROW-5085: [C++][Parquet][Python] Do not allow reading to dictionary type unless we have implemented support for it

[wesm]

This also adds a unit test exhibiting that the bug in ARROW-5085 has been fixed. I opened ARROW-6277 about expanding direct dictionary read support to other Parquet primitive types

[codecov-io]

Codecov Report

Merging #5107 into master will increase coverage by 1.59%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #5107      +/-   ##
==========================================
+ Coverage   87.63%   89.23%   +1.59%     
==========================================
  Files        1014      731     -283     
  Lines      145922   104988   -40934     
  Branches     1437        0    -1437     
==========================================
- Hits       127886    93684   -34202     
+ Misses      17674    11304    -6370     
+ Partials      362        0     -362

Impacted Files	Coverage Δ
cpp/src/parquet/arrow/reader_internal.cc	91.78% <100%> (+0.04%)	⬆️
python/pyarrow/tests/test_parquet.py	96.4% <100%> (-0.04%)	⬇️
cpp/src/arrow/util/thread-pool-test.cc	97.66% <0%> (-0.94%)	⬇️
js/src/util/fn.ts
go/arrow/memory/memory_avx2_amd64.go
rust/datafusion/src/execution/filter.rs
rust/arrow/src/csv/writer.rs
rust/datafusion/src/bin/main.rs
go/arrow/ipc/file_reader.go
... and 279 more

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[wesm]

+1