[C++] Add option to disable jemalloc background thread on Linux

We noticed that after we upgraded pyarrow to version 0.17.1 from 0.9.0 we now get two unwanted side effects just by linking in arrow libs into our c++ build.  We link arrow libs into one of our low level core libraries so now all of our applications are affected by these side effects:

1) a "jemalloc_bg_thd" thread is spawned on dlinit before we ever hit main

2) all our apps are now hitting valgrind leak warnings due to a (potential) leak in jemalloc code:

==33515== 656 bytes in 1 blocks are possibly lost in loss record 1 of 1
==33515== at 0x402E9EA: calloc (vg_replace_malloc.c:752)
==33515== by 0x4011F44: _dl_allocate_tls (in /usr/lib64/ld-2.17.so)
==33515== by 0x5DFF9C0: pthread_create@@GLIBC_2.2.5 (in /usr/lib64/libpthread-2.17.so)
==33515== by 0x589186B: je_arrow_private_je_pthread_create_wrapper (background_thread.c:48)
==33515== by 0x589186B: background_thread_create_signals_masked (background_thread.c:365)
==33515== by 0x589186B: background_thread_create_locked (background_thread.c:573)
==33515== by 0x5891A47: je_arrow_private_je_background_thread_create (background_thread.c:598)
==33515== by 0x400F502: _dl_init (in /usr/lib64/ld-2.17.so)
==33515== by 0x40011A9: ??? (in /usr/lib64/ld-2.17.so)

**Reporter**: [Rob Ambalu](https://issues.apache.org/jira/browse/ARROW-9530) / @robambalu
#### PRs and other links:
- [GitHub Pull Request #10240](https://github.com/apache/arrow/pull/10240)

_{**Note**: *This issue was originally created as [ARROW-9530](https://issues.apache.org/jira/browse/ARROW-9530). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

The report points to jemalloc's background_thread.c and startup in _dl_init; first review PR #10240 and trace those reported entry points. Done means a Linux-specific option can disable the background thread before applications reach main and the reported Valgrind warning is addressed.

Written by the indexing model from the issue text.