[C++][Test] Temporary files collide and crash the tests

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

The test `arrow-ipc-read-write-benchmark` creates a temporary file `/tmp/benchmark.arrow` and does not remove it at the end of the run. When a different user runs a test from the same machine the test fails as the other user does not have the access rights to this already existing file.

Is there a way to control the directory where the temporary files are created?

Thanks

### Component(s)

C++