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GH-36449: [C++][CI] Don't use -g1 for Python jobs (#36453)

### Rationale for this change

Python jobs have tests for GDB plugin. We can't use -g1 for GDB plugin because -g1 doesn't provide enough debug information.

### What changes are included in this PR?

Don't use `-g1` for Python jobs.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* Closes: #36449
* Closes: #36455

Lead-authored-by: Sutou Kouhei <kou@clear-code.com>
Co-authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>