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GH-37969: [C++][Parquet] add more closed file checks for ParquetFileWriter (#38390)

### Rationale for this change
Operations on closed ParquetFileWriter are not allowed, but should not segfault. Somehow, ParquetFileWriter::Close() also reset its pimpl, so after that, any operators, those need this pointer will lead to segfault

### What changes are included in this PR?
Adding more checks for closed file.

### Are these changes tested?
Yes.

### Are there any user-facing changes?
No.

* Closes: #37969

Authored-by: Quang Hoang <quanghgx@gmail.com>
Signed-off-by: Antoine Pitrou <antoine@python.org>