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ARROW-17823: [C++] [Parquet] Prefer std::make_shared/std::make_unique over constructor with new in Parquet (#15108)

This patch reuse the arrow issue https://issues.apache.org/jira/browse/ARROW-17823 .

Advantage: readabilty, exception safety and efficiency(only for shared_ptr).

Cases that don't apply: When calling a private/protected constructor within class member function, make_shared/unique can't work.

Authored-by: mwish <maplewish117@gmail.com>
Signed-off-by: Will Jones <willjones127@gmail.com>