[C++] CMake warnings with Flight SQL

I get the following warnings with Flight enabled when building from a Conda environment:
```Java

CMake Warning at cmake_modules/BuildUtils.cmake:692 (add_executable):
Cannot generate a safe runtime search path for target arrow-flight-sql-test
because files in some directories may conflict with libraries in implicit
directories:

runtime library [libsqlite3.so.0] in /usr/lib/x86_64-linux-gnu may be hidden by files in:
/home/antoine/miniconda3/envs/pyarrow/lib

Some of these libraries may not be found correctly.
Call Stack (most recent call first):
src/arrow/CMakeLists.txt:62 (add_test_case)
src/arrow/flight/sql/CMakeLists.txt:80 (add_arrow_test)

CMake Warning at src/arrow/flight/sql/CMakeLists.txt:91 (add_executable):
Cannot generate a safe runtime search path for target
flight_sql_test_server because files in some directories may conflict with
libraries in implicit directories:

runtime library [libsqlite3.so.0] in /usr/lib/x86_64-linux-gnu may be hidden by files in:
/home/antoine/miniconda3/envs/pyarrow/lib

Some of these libraries may not be found correctly.
```

**Reporter**: [Antoine Pitrou](https://issues.apache.org/jira/browse/ARROW-15647) / @pitrou

_{**Note**: *This issue was originally created as [ARROW-15647](https://issues.apache.org/jira/browse/ARROW-15647). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Reproduce the build with Flight enabled from a Conda environment, then inspect cmake_modules/BuildUtils.cmake around line 692, src/arrow/CMakeLists.txt, and src/arrow/flight/sql/CMakeLists.txt around lines 80-91. Determine why the Conda and system SQLite runtime paths conflict; done means the affected targets build without these unsafe runtime search path warnings.

Written by the indexing model from the issue text.