GH-48966: [C++] Fix cookie duplication in the Flight SQL ODBC driver and the Flight Client

[jmao-denver]

Rationale for this change

The bug breaks a Flight SQL server that refreshens the auth token when cookie authentication is enabled

What changes are included in this PR?

1. In the ODBC layer, removed the code that adds a 2nd ClientCookieMiddlewareFactory in the client options (the 1st one is registered in BuildFlightClientOptions). This fixes the issue of the duplicate header cookie fields.
2. In the flight client layer, uses the case-insensitive equality comparator instead of the case-insensitive less-than comparator for the cookies cache which is an unordered map. This fixes the issue of duplicate cookie keys.

Are these changes tested?

Manually on Windows, and CI

Are there any user-facing changes?

No

• GitHub Issue: [C++] Arrow Flight SQL ODBC driver has a cookie duplication bug #48966

[github-actions]

⚠️ GitHub issue #48966 has been automatically assigned in GitHub to PR creator.