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ARROW-6525: [C++] Avoid aborting in CloseFromDestructor()

In release mode, only log an error.  Still abort in debug mode to point out
any issue in testing conditions.

Closes #5352 from pitrou/ARROW-6525-close-crash and squashes the following commits:

65c474470 <Antoine Pitrou> ARROW-6525:  Avoid aborting in CloseFromDestructor()

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>