arrow

GH-41891: [C++] Clean up implicit fallthrough warnings (#41892)



### Rationale for this change

Helps clean up warnings, and at least one of these looks like a subtle bug that may confuse developers

### What changes are included in this PR?

Added break statements where case statements were previously falling through

### Are these changes tested?

Builds cleanly

### Are there any user-facing changes?

No

* GitHub Issue: #41891

Authored-by: Will Ayd <william.ayd@icloud.com>
Signed-off-by: Will Ayd <william.ayd@icloud.com>