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GH-41390: [CI] Use setup-python GitHub action on csharp macOS job (#41392)

### Rationale for this change

The new macos-latest GH runner has changed and jobs are currently failing.

### What changes are included in this PR?

Install python with setup-python.

### Are these changes tested?

Will be on CI

### Are there any user-facing changes?
No
* GitHub Issue: #41390

Authored-by: Raúl Cumplido <raulcumplido@gmail.com>
Signed-off-by: Raúl Cumplido <raulcumplido@gmail.com>