arrow

GH-44734: [C++][CI] Fix arrow-c-bridge-test timeout with threading disabled (#44737)



### Rationale for this change
The Async C Device Stream Interface unit tests requiring threading to be enabled, but a couple of our CI runs go with ARROW_ENABLE_THREADING disabled. 

### What changes are included in this PR?
The Async C Device Stream interface tests are guarded with `#ifdef ARROW_ENABLE_THREADING` to prevent CI timeouts.

* GitHub Issue: #44734

Authored-by: Matt Topol <zotthewizard@gmail.com>
Signed-off-by: Antoine Pitrou <antoine@python.org>