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ARROW-8333: [C++] Compile benchmarks in at least one C++ CI entry

None of our every-commit CI builds compile the benchmarks, which may cause some of them to be broken when there are API changes.

Closes #6839 from wesm/ARROW-8333

Authored-by: Wes McKinney <wesm+git@apache.org>
Signed-off-by: Wes McKinney <wesm+git@apache.org>