[C++] Unable to use a FIFO as a OSFile path.

When attempting to use a named pipe or FIFO as an OSFile an error is raised because the file handle is not seekable (lseek() fails).

Having the ability to use a named pipe as an OSFile rather than a PythonFile brings the advantages of no having to interact via the GIL in python.

I propose that there be a way to create an OSFile that represents non-seekable streams, these would be very useful for csv.open_csv().

**Environment**: Linux
**Reporter**: [Rusty Conover](https://issues.apache.org/jira/browse/ARROW-15738)

_{**Note**: *This issue was originally created as [ARROW-15738](https://issues.apache.org/jira/browse/ARROW-15738). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start by tracing how OSFile validates file handles with lseek() and how that path connects to csv.open_csv(). Determine the design needed for an OSFile backed by a non-seekable FIFO, then verify that named pipes work without requiring Python GIL interaction.

Written by the indexing model from the issue text.