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GH-45566: [C++][Parquet][CMake] Remove a workaround for Windows in FindThriftAlt.cmake (#45567)

### Rationale for this change

In general, we want to remove workarounds as much as possible for maintainability.

### What changes are included in this PR?

https://github.com/apache/thrift/pull/2725 isn't released yet but MSYS2 has another workaround: https://github.com/msys2/MINGW-packages/blob/master/mingw-w64-thrift/002-fix-pkgconfig-paths.patch

R uses RTools packages but the Apache Thrift package on RTools packages doesn't have the fix. So we use bundled Apache Thrift instead.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

Yes.
* GitHub Issue: #45566

Authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>