arrow

GH-35519: [C++][Parquet] Fixing exception handling in parquet FileSerializer (#35520)



### Rationale for this change

Mentioned in https://github.com/apache/arrow/issues/35519

### What changes are included in this PR?

Exception handling in `CheckRowsWritten`

### Are these changes tested?

No, I don't know how to mock it currently

### Are there any user-facing changes?

no

* Closes: #35519

Authored-by: mwish <maplewish117@gmail.com>
Signed-off-by: Antoine Pitrou <antoine@python.org>