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GH-36656: [Dev] Validate in merge script if issue has an assigned milestone already (#40771)

### Rationale for this change

When we do the feature freeze for the releases or we are adding issues to patch releases we milestone the issues outside the merge script. The merge script should check and prompt if the issue already has a milestone assigned and should maintain the already assigned milestone to the issue.

### What changes are included in this PR?

The merge script checks whether the issue already contains a milestone and if the milestone is different than the current default one it prompts the user to double check that it is the correct one.

### Are these changes tested?

I've tested it locally.

If no milestone or default it prompts as usual
```
Would you like to update the associated issue? (y/n): y
Enter fix version [16.0.0]: 
```

If a different and closed milestone is assigned:
```
=== The assigned milestone is not the default ===
Assigned milestone: 15.0.2
Current milestone: 16.0.0
Please ensure to assign the correct milestone.
The assigned milestone state is closed. Contact the 
Release Manager if it has to be added to a closed Release
Please ensure to assign the correct milestone.
```

### Are there any user-facing changes?

No, only for committers and not relevant.
* GitHub Issue: #36656

Lead-authored-by: Raúl Cumplido <raulcumplido@gmail.com>
Co-authored-by: Sutou Kouhei <kou@cozmixng.org>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>