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ARROW-13559: [CI][C++] Move the test-conda-cpp-valgrind nightly build to azure

Closes #10875 from kszucs/valgrind-azure

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