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GH-35935: [C++] Clean interruption of a Acero plan with `use_threads=false` (#35953)

### What changes are included in this PR?

The execution plan set-up code is refactored to call `StopProducing` on the plan in the reader's `Close`. Originally, `StopProducing` was called from the destructor of `BatchConverter`, but with `use_threads=false` a hang occurs prior to this point in the code.

### Are these changes tested?

Yes - a test that early-closes a plan reader.

### Are there any user-facing changes?

Yes; this will fix a hang visible to users.

* Closes: #35935

Lead-authored-by: Yaron Gvili <rtpsw@hotmail.com>
Co-authored-by: rtpsw <rtpsw@hotmail.com>
Signed-off-by: Li Jin <ice.xelloss@gmail.com>