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ARROW-7937: [Python][Packaging] Remove boost from the macos wheels

Closes #6485 from kszucs/remove-boost-from-macos-wheels and squashes the following commits:

89d4a8c01 <Krisztián Szűcs> remove comments
0bc3a18f6 <Krisztián Szűcs> don' skip parquet tests if cloudpickle is not available
82572e614 <Krisztián Szűcs> cflags
61eb361ac <Krisztián Szűcs> try to remove boost from the macos wheels

Authored-by: Krisztián Szűcs <szucs.krisztian@gmail.com>
Signed-off-by: Krisztián Szűcs <szucs.krisztian@gmail.com>