[C++] Datasets example fails to build with ARROW_SHARED=OFF

[asfimport]

This turned up in nightly tests

https://circleci.com/gh/ursa-labs/crossbow/4335

Reporter: Wes McKinney / @wesm
Assignee: Wes McKinney / @wesm

PRs and other links:

• GitHub Pull Request #5776

_{Note: This issue was originally created as ARROW-7052. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 5776
#5776