[Python] Improve error message when all values in a column are null in a parquet partition

There is a good bug report about this in and it still seems to be a problem.

Basically the error message is pretty bad if all values in a given column of a parquet partition are null. We should either handle this case better or give a better error message.

**Reporter**: [Philipp Moritz](https://issues.apache.org/jira/browse/ARROW-17719) / @pcmoritz

_{**Note**: *This issue was originally created as [ARROW-17719](https://issues.apache.org/jira/browse/ARROW-17719). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start by reproducing the all-null-column parquet partition case described in the linked Stack Overflow report, then trace the Python parquet-reading path responsible for the current error. Done means the case is handled appropriately or produces a clear, useful error message, with coverage for the reported scenario.

Written by the indexing model from the issue text.