[C++][FlightRPC] Investigate TSAN with gRPC/UCX tests

[asfimport]

The gRPC Flight tests trigger lots of TSAN errors and the UCX Flight tests segfault inside UCX when TSAN is enabled. This gRPC issue is quite old, but suggests we need to build gRPC itself with TSAN. We should investigate these cases.

Reporter: David Li / @lidavidm

Related issues:

• [C++][FlightRPC] Implement a UCX transport (is related to)

_{Note: This issue was originally created as ARROW-16135. Please see the migration documentation for further details.}