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GH-44058: [CI][Integration] Group logs on GitHub Actions (#44060)

### Rationale for this change

The current log is difficult to read.

### What changes are included in this PR?

Group logs.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* GitHub Issue: #44058

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