[C++] Fix compressed file reading with an empty stream at end of file

[asfimport]

Initially reported on the arrow-user mailing-list:
https://mail-archives.apache.org/mod_mbox/arrow-user/202103.mbox/%3Cb0a27ab4f8387e41b313fbfaa7ffb4e5764155c2.camel%40cnrgh.fr%3E

(with private access to the actual file) 

 

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

PRs and other links:

• GitHub Pull Request #9864

_{Note: This issue was originally created as ARROW-12169. Please see the migration documentation for further details.}

[asfimport]

David Li / @lidavidm:
Issue resolved by pull request 9864
#9864