[C++][FlightRPC][ODBC] Address Disconnect() in FlightSQL ODBC test suite

[amoeba]

Describe the enhancement requested

In #49585 I found I had to skip calling Disconnect() at tear down to avoid crashes. The crashes only happened with static linkage and only in tests. If we can figure out what's causing the issue, we should restore the Disconnect().

Ref: #49585 (comment)

Component(s)

C++, FlightRPC

[alinaliBQ]

FYI - During Disconnect(), the ODBC driver DLL is unloaded. Since Arrow libraries don't support unloading #47608 (comment), segmentation fault can occur.