[C++] Enable CSV Writer to control the type of escape used for quoting
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Description
We would use this for alignment with `readr::write_csv()`. There the `escape` argument controls the type of escape to use when quotes are in the data:
- `double`: quotes are escaped by doubling them
- `backslash`: quotes are escaped by a preceding backslash
- `none`: quotes are not escaped
**Reporter**: [Dragoș Moldovan-Grünfeld](https://issues.apache.org/jira/browse/ARROW-14906) / @dragosmg
#### PRs and other links:
- [GitHub Pull Request #11857](https://github.com/apache/arrow/pull/11857)
- [GitHub Pull Request #11863](https://github.com/apache/arrow/pull/11863)
**Note**: *This issue was originally created as [ARROW-14906](https://issues.apache.org/jira/browse/ARROW-14906). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*
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