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GH-35063: [CI] Fix Python requirement in C# tests (#35091)

### Rationale for this change

We need to install Python shared libraries in order to use them in C# tests.

We can also skip the tests in the verification script.

### What changes are included in this PR?

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### Are these changes tested?

* [x] Validate in crossbow jobs

### Are there any user-facing changes?

No, these are just for CI.
* Closes: #35063

Authored-by: Will Jones <willjones127@gmail.com>
Signed-off-by: Will Jones <willjones127@gmail.com>