GH-37303: [Python] Update test_option_class_equality due to CumulativeSumOptions refactor

[AlenkaF]

Rationale for this change

Merging of #36977 caused a CI failure due to a test giving a warning.

What changes are included in this PR?

Add a filterwarnings mark to the failing tests. This also tests the deprecation message.

Are these changes tested?

Yes.

Are there any user-facing changes?

No.

• Closes: [Python] Update test_option_class_equality due to CumulativeSumOptions refactor #37303

[jorisvandenbossche]

@AlenkaF you might have to trigger some of the python crossbow builds to properly test this

cc @danepitkin given the last commit on main is green, does this mean we only enable the "-W error" for nightly builds? We should probably configure that for one of the main CI's python builds as well for better visibility?)

[AlenkaF]

@github-actions crossbow submit test-conda-python*

[github-actions]

Revision: 3cf5c09

Submitted crossbow builds: ursacomputing/crossbow @ actions-27a0f5201c

Task	Status
test-conda-python-3.10
test-conda-python-3.10-hdfs-2.9.2
test-conda-python-3.10-hdfs-3.2.1
test-conda-python-3.10-pandas-latest
test-conda-python-3.10-pandas-nightly
test-conda-python-3.10-spark-v3.4.1
test-conda-python-3.10-substrait
test-conda-python-3.11
test-conda-python-3.11-dask-latest
test-conda-python-3.11-dask-upstream_devel
test-conda-python-3.11-hypothesis
test-conda-python-3.11-pandas-upstream_devel
test-conda-python-3.11-spark-master
test-conda-python-3.8
test-conda-python-3.8-pandas-1.0
test-conda-python-3.8-spark-v3.4.1
test-conda-python-3.9
test-conda-python-3.9-pandas-latest

[danepitkin]

@AlenkaF you might have to trigger some of the python crossbow builds to properly test this

cc @danepitkin given the last commit on main is green, does this mean we only enable the "-W error" for nightly builds? We should probably configure that for one of the main CI's python builds as well for better visibility?)

Whoops, yes this is correct. I filed an issue to fix it: #37310

[conbench-apache-arrow]

After merging your PR, Conbench analyzed the 6 benchmarking runs that have been run so far on merge-commit ac5468c.

There were no benchmark performance regressions. 🎉

The full Conbench report has more details. It also includes information about possible false positives for unstable benchmarks that are known to sometimes produce them.