[Python][CI] Enable warnings as errors in pytests for CI jobs
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Component: Python
Type: enhancement
- Dominant language
- C++
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Description
### Describe the enhancement requested
Currently, the nightly jobs have warnings enabled as errors. Let's also enable it for the dev CI workflow jobs that auto-run on python PRs. https://github.com/apache/arrow/issues/36642 only enabled for nightly builds.
### Component(s)
Python
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