GH-39322: [C++] Forward arguments to ExceptionToStatus all the way to…

… Status::FromArgs (#39323)

### Rationale for this change

This simplifies the creation of long error messages and leads to the use of a string builder to construct the error message.

### What changes are included in this PR?

 - std::forward in ExceptionToStatus
 - A few nitpicky changes
 - Simplification of the error message text
 - Moving the signature of `CheckIfHierarchicalNamespaceIsEnabled` to `azurefs_internal.h` to reduce the size of `azurefs.h` -- implementation remains in `azurefs.cc`

### Are these changes tested?

Yes. By existing tests.
* Closes: #39322

Authored-by: Felipe Oliveira Carvalho <[email protected]>
Signed-off-by: Felipe Oliveira Carvalho <[email protected]>