[Developer] Append better merge visibility to merge_arrow_pr.py

[asfimport]

dev/merge_arrow_pr.py is a nifty tool, but due to the way it avoids use of a GitHub-sanctioned merge it frequently confuses newcomers who see "closed" instead of "merged" PRs.

This could be ameliorated by automatically adding a comment to the PR directly after the "closed" event explaining that the PR is in fact merged and linking to an full breakdown of our alternative git flow.

Additionally for visibility in contexts where only the PR headline is visible it'd be useful to attach a "merged" label and/or place a [MERGED] tag in the title

Reporter: Ben Kietzman / @bkietz
Assignee: Kouhei Sutou / @kou

Related issues:

• [Dev] Use GitHub API to merge pull request (is superceded by)

_{Note: This issue was originally created as ARROW-13664. Please see the migration documentation for further details.}

[asfimport]

David Li / @lidavidm:
This was fixed when we changed to using the GitHub API to merge pull requests.