[Python] Enable bz2 in Linux wheels

[asfimport]

This would allow e.g. reading bz2-compressed CSV or JSON files.

Reporter: Antoine Pitrou / @pitrou
Assignee: Antoine Pitrou / @pitrou

Related issues:

• [Python] Enable bz2 support in Windows wheels (is related to)

PRs and other links:

• GitHub Pull Request #4628
• GitHub Pull Request #4635
• GitHub Pull Request #5989

_{Note: This issue was originally created as ARROW-5633. Please see the migration documentation for further details.}

[asfimport]

Antoine Pitrou / @pitrou:
On manylinux this may require compiling libbz2 from scratch.

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 4628
#4628