[C++] Problem when used from "qlora", huggingface. Does not clean up, and dumps core.

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

/arrow/cpp/src/arrow/filesystem/s3fs.cc:2598: arrow::fs::FinalizeS3 was not called even though S3 was initialized. This could lead to a segmentation fault at exit
Segmentation fault (core dumped)

Ubuntu 20.04

arrow==1.2.3
pyarrow==12.0.0

### Component(s)

C, C++

Start in cpp/src/arrow/filesystem/s3fs.cc around line 2598 and reproduce the reported exit-time warning and segmentation fault with Arrow 1.2.3 and pyarrow 12.0.0 on Ubuntu 20.04. Trace S3 initialization and finalization during the qlora use case; done means cleanup occurs without the warning or core dump.

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