[Python] Allow `thousands_sep` as a option in `pa.ParseOptions`
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Component: Python
Type: enhancement
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Description
### Describe the enhancement requested
Allow configuring `thousands separator` as an option in [pyarrow.ParseOptions](https://arrow.apache.org/docs/python/generated/pyarrow.csv.ParseOptions.html#pyarrow-csv-parseoptions), similar to what pandas have in
[pandas.read_csv()](https://pandas.pydata.org/docs/reference/api/pandas.read_csv.html)
### Component(s)
Python
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