[C++][CI] arrow-test-array sometimes gets stuck in MinGW build

[asfimport]

Example: https://ci.appveyor.com/project/ApacheSoftwareFoundation/arrow/builds/22804493/job/6mbpslm97p4yj31c#L726

      Start  2: arrow-array-test

isn't finished.

Reporter: Kouhei Sutou / @kou
Assignee: Kouhei Sutou / @kou

PRs and other links:

• GitHub Pull Request #3809

_{Note: This issue was originally created as ARROW-4768. Please see the migration documentation for further details.}