FlightSQL: consume self in client close

**Is your feature request related to a problem or challenge? Please describe what you are trying to do.**

See https://github.com/apache/arrow-rs/pull/5413#discussion_r1495697222

**Describe the solution you'd like**

https://github.com/apache/arrow-rs/blob/e7ce4bbd6632eff304514b1f60f5fa4172676cd1/arrow-flight/src/sql/client.rs#L392-L396

Should take `self` instead of `&mut self` to enforce closure of the client

**Describe alternatives you've considered**

Don't do this if there is compelling reason to allow client to stay alive after close (at the moment close() does nothing anyway)

**Additional context**

Start in arrow-flight/src/sql/client.rs at lines 392-396 and read the linked PR discussion for context. Check callers of close() before changing its ownership behavior, then verify that the client is consumed on close and that existing tests or checks still pass.

Written by the indexing model from the issue text.