[Python] Calls to do_get ignore Python signal handlers

Similar to ARROW-15106 but observed from the client, not the server.

The Python Flight client blocks the thread and ignores signal handlers. This makes it impossible for the client to handle the signal handler and cancel the query before it has returned a FlightStreamReader.

**Reporter**: [Alex Bergeron](https://issues.apache.org/jira/browse/ARROW-16086)

_{**Note**: *This issue was originally created as [ARROW-16086](https://issues.apache.org/jira/browse/ARROW-16086). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start at the Python Flight client's do_get entry point and compare the client-side behavior with ARROW-15106. The fix is complete when Python signal handlers can run and cancel the query before do_get returns a FlightStreamReader.

Written by the indexing model from the issue text.