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ARROW-9577: [C++] Ignore EBADF error in posix_madvise()

Also fix the error message given when `posix_madvise()` fails for another reason (its error code is given as the function return value, not as `errno`).

Closes #7904 from pitrou/ARROW-9577-madvise-error-message

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