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GH-43727: [Python] RecordBatch fails gracefully on non-cpu devices (#43729)

### Rationale for this change

Throw a python exception if a RecordBatch API isn't able to be used when the memory is backed by non-cpu devices.

### What changes are included in this PR?

* Assert the device is CPU for APIs that only support CPU

### Are these changes tested?

Pytests

### Are there any user-facing changes?

The user experiences Python exceptions instead of segfaults for unsupported APIs.
* GitHub Issue: #43727

Authored-by: Dane Pitkin <dpitkin@apache.org>
Signed-off-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>