[Python] Creating first `pyarrow.array` is slow.

### Describe the bug, including details regarding any error messages, version, and platform.

On my machine creating the first arrow array is unexpectedly slow.

## To reproduce

```bash
python3 -c "import pyarrow as pa; import time; t_send = time.perf_counter(); b = pa.array([200]); print(f'send time={(time.perf_counter() - t_send) * 1_000_000}')"
```
result (in micro second):
```bash
send time=188282.6280016161
```

This is equal to 200ms.

While:

```bash
python3 -c "import pyarrow as pa; import time; pa.array([200]); t_send = time.perf_counter(); b = pa.array([200]); print(f'send time={(time.perf_counter() - t_send) * 1_000_000}')"
```
result (in micro second):
```bash
send time=19.691000488819554
```

## Expected behaviour

Not sure why this warmup is required but can we have this warmup within the `__init__` of arrow.

## Version

```
Name: pyarrow
Version: 11.0.0
```

```
Python 3.10.8
```

### Component(s)

Python

Start with the two provided Python commands and compare the first and second pyarrow.array([200]) calls under pyarrow 11.0.0 and Python 3.10.8. Trace the pyarrow.array entry point to identify the startup work, then verify that the initial call no longer incurs the reported warmup latency without regressing later calls.

Written by the indexing model from the issue text.