arrow

GH-39320: [C++][FS][Azure] Add managed identity auth configuration (#39321)



### Rationale for this change
Workload identity is a useful Azure authentication method. Also I failed to set the account_name correctly for a bunch of auths (I think this got lost in a rebase then I copy pasted the broken code). 

### What changes are included in this PR?
- Make filesystem initialisation fail if `account_name_.empty()`. This prevents the account name configuration bug we had. Also added a test asserting that filesystem initialization fails in this case. 
- Remove account name configuration on all auth configs, in favour of setting in separately from the auth configuration. 
- Implement `AzureOptions::ConfigureManagedIdentityCredential`

### Are these changes tested?
Added a simple test initialising a filesystem using `ConfigureManagedIdentityCredential`. This is not the most comprehensive test but its the same as what we agreed on for https://github.com/apache/arrow/pull/39263. 

### Are there any user-facing changes?
Managed identity authentication is now supported. 

* Closes: #39320

Authored-by: Thomas Newton <thomas.w.newton@gmail.com>
Signed-off-by: Felipe Oliveira Carvalho <felipekde@gmail.com>