[Python][Packaging] Consider bundling zlib and openssl as dynamic libraries into the windows wheels

[asfimport]

We are switching to static linkage in pull request #9096
It may worth to bundle these libraries as dynamic ones instead for security updates.

https://github.com/apache/arrow/pull/9096/files#r553924472

Reporter: Krisztian Szucs / @kszucs

_{Note: This issue was originally created as ARROW-11186. Please see the migration documentation for further details.}

[github-actions]

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