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GH-36645: [Go] returns writer.Close error to caller when writing parquet (#36646)

### Rationale for this change

### What changes are included in this PR?

adding handler for `sink.Close()` error, chaining it with other reported error (if any) via `error.Join`

### Are these changes tested?

Unit test included in the change

### Are there any user-facing changes?

No

* Closes: #36645

Lead-authored-by: Tommy Setiawan <omixen@gmail.com>
Co-authored-by: Tommy Setiawan <tsetiawan@factset.com>
Signed-off-by: Matt Topol <zotthewizard@gmail.com>