[C++] Concatenating a single array is a compaction utility

### Describe the enhancement requested

Concatenation of a single array can be used (recommended? where?) as a memory compaction utility, since it produces a deep copy of the array. This should be better documented and should be tested, since the hot path of passing a single array through unchanged is tempting. (alternatively, Array::DeepCopy might be provided)

See also discussion in PRs:
- https://github.com/apache/arrow/pull/37792#discussion_r1336058944
- https://github.com/apache/arrow/pull/35345#discussion_r1333197326

### Component(s)

C++