[C++] Warning "ignoring unknown option '-mbmi2'" on MSVC

Seen on Github Actions:
https://github.com/apache/arrow/pull/8716/checks?check_run_id=1442252599#step:7:792

```Java

Generating Code...
level_comparison_avx2.cc
cl : command line warning D9002: ignoring unknown option '-mbmi2' [D:\a\arrow\arrow\build\cpp\src\parquet\parquet_shared.vcxproj]
level_conversion_bmi2.cc
```

This may possibly affect performance too.

**Reporter**: [Antoine Pitrou](https://issues.apache.org/jira/browse/ARROW-10700) / @pitrou

_{**Note**: *This issue was originally created as [ARROW-10700](https://issues.apache.org/jira/browse/ARROW-10700). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Begin with the linked GitHub Actions check and the MSVC warning for parquet_shared.vcxproj, then trace where -mbmi2 is added to the C++ build. Done means the MSVC build no longer reports warning D9002 and the potential performance impact has been checked.

Written by the indexing model from the issue text.