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GH-36686: [C++] Pass CMAKE_OSX_SYSROOT to external projects (#36706)

### Rationale for this change

If we use different macOS SDK in Apache Arrow C++ and bundled projects, it will cause some problems such as a build error.

### What changes are included in this PR?

Pass `CMAKE_OSX_SYSROOT` explicitly to external projects.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

Yes.
* Closes: #36686

Authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Dewey Dunnington <dewey@fishandwhistle.net>