arrow

GH-43860: [Go][Parquet] Handle the error correctly (#43861)



### Rationale for this change
Fixes: https://github.com/apache/arrow/issues/43860

### What changes are included in this PR?
Return error correctly

### Are these changes tested?
Yes

### Are there any user-facing changes?
Nope

* GitHub Issue: #43860

Authored-by: bigsheeper <yihao.dai@zilliz.com>
Signed-off-by: Matt Topol <zotthewizard@gmail.com>