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GH-40228: [C++][CMake] Improve description why we need to initialize AWS C++ SDK in arrow-s3fs-test (#40229)

### Rationale for this change

Only static linking isn't important. Static linking + private symbols are important.

### What changes are included in this PR?

Improve comment and macro name.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* GitHub Issue: #40228

Authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>