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[Python][Dataset] Non-existent files are silently dropped in pa.dataset.FileSystemDataset #24477

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Description

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When passing a list of files to the constructor of pyarrow.dataset.FileSystemDataset, all files that don't exist are silently dropped immediately (i.e. no fragments are created for them).

Instead, I would expect that fragments will be created for them but an error is thrown when one tries to read the fragment with the non-existent file.

Reporter: Uwe Korn / @xhochy
Assignee: Joris Van den Bossche / @jorisvandenbossche

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Note: This issue was originally created as ARROW-8283. Please see the migration documentation for further details.

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