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GH-36074: [C++] Clarify docs for ConcatenateTablesOptions::field_merge_options (#36075)

### Rationale for this change

There was no docstring for this field before

### What changes are included in this PR?

I added a docstring for the field

### Are these changes tested?

No, it's just a comment

### Are there any user-facing changes?

No
* Closes: #36074

Authored-by: Weston Pace <weston.pace@gmail.com>
Signed-off-by: Weston Pace <weston.pace@gmail.com>