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GH-33723: [C++] re2::RE2::RE2() result must be checked (#33806)



### Rationale for this change

RE2 construction needs to be checked.

### What changes are included in this PR?

Check all RE2 object status.

### Are these changes tested?

Tested with existing tests.

### Are there any user-facing changes?

No.
* Closes: #33723

Authored-by: Jin Shang <shangjin1997@gmail.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>