[C++] arrow_reader_writer_test.cc slow to compile

As soon as some optimizations are enabled, `src/parquet/arrow/arrow_reader_writer_test.cc` becomes extremely slow to compile (more than one minute just for itself). This is perceivable on e.g. the `conda-cpp-valgrind` build where we add `-Og` to the gcc flags in order to make the tests less slow under emulation.

**Reporter**: [Antoine Pitrou](https://issues.apache.org/jira/browse/ARROW-13221) / @pitrou

_{**Note**: *This issue was originally created as [ARROW-13221](https://issues.apache.org/jira/browse/ARROW-13221). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start by compiling src/parquet/arrow/arrow_reader_writer_test.cc in the conda-cpp-valgrind build with -Og and compare its compile time. Read the test structure and identify what makes this translation unit slow to compile; done means the test compiles substantially faster without losing its coverage.

Written by the indexing model from the issue text.