arrow

ARROW-9443: [C++] Bundled bz2 build should only build libbz2

There are a couple of things fixed here:

1. For reasons that were not clear, `bz2` was failing to build because `cmp: command not found`. It turns out that `cmp` is only called in `make test`, which we were calling via just `make` https://sourceware.org/git/?p=bzip2.git;a=blob;f=Makefile;h=b0fef950f361d84a5ec42749529fb34276e2de2d;hb=HEAD#l38. This was doing unnecessary work, aside from testing it was building command line utilities etc., so I made it only build libbz2. It's possible that we need to do [something different on MSVC](https://sourceware.org/git/?p=bzip2.git;a=blob;f=makefile.msc;h=799a18a5f1a7b084274ce1cd63997aeb4f9c2688;hb=HEAD) but I don't understand this well enough to be sure.

2. The arrow-r-nightly builds found a bug where the build uses system cmake instead of downloading it.

3. I fixed the install log reporting on CI builds, inadvertently turned off in my last patch.

Closes #7739 from nealrichardson/fix-linux-builds

Authored-by: Neal Richardson <neal.p.richardson@gmail.com>
Signed-off-by: Wes McKinney <wesm@apache.org>