[C++] Clean up fallthrough Warnings

[WillAyd]

Describe the bug, including details regarding any error messages, version, and platform.

When going through a POC with Meson I noticed the following types of warnings appearing in a standard build:

../src/arrow/util/utf8_internal.h:185:44: warning: this statement may fall through [-Wimplicit-fallthrough=]
  185 |       state = internal::ValidateOneUTF8Byte(data[size - 7], state);
      |               ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~~~~~~~~~~~~~~~~~
../src/arrow/util/utf8_internal.h:186:5: note: here
  186 |     case 6:
      |     ^~~~
../src/arrow/util/utf8_internal.h:187:44: warning: this statement may fall through [-Wimplicit-fallthrough=]
  187 |       state = internal::ValidateOneUTF8Byte(data[size - 6], state);
      |               ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~^~~~~~~~~~~~~~~~~~~~~~~
../src/arrow/util/utf8_internal.h:188:5: note: here
  188 |     case 5:

Should be easy enough to clean up

Component(s)

C++

[WillAyd]

Issue resolved by pull request 41892
#41892