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GH-39845: [C++][Parquet] Minor: avoid creating a new Reader object in Decoder::SetData (#39847)



### Rationale for this change

avoid creating a new Reader object in Decoder::SetData

### What changes are included in this PR?

avoid creating a new Reader object in Decoder::SetData

### Are these changes tested?

Already

### Are there any user-facing changes?

no

* Closes: #39845

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