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ARROW-9850:[Go] Defer should not be used inside a loop

As is described in the second section in https://blog.learngoprogramming.com/gotchas-of-defer-in-go-1-8d070894cb01

defer inside the loop may cause unforeseen problems.

Closes #8046 from fredgan/defer_in_loop_9850

Authored-by: fredgan <ganshaolong@vip.qq.com>
Signed-off-by: Sebastien Binet <binet@cern.ch>