GH-49930: [CI][C++] Pin MinGW MSYS2 packages to unblock CI

[tadeja]

Rationale for this change

! Temporary workaround for #49930 !!
Both MinGW jobs fail every run since 2026 April 30, likely because of two MSYS2 updates:

1. MINGW64: gcc 15.2 -> 16.1 made the intermittent __emutls race in ThreadPool always reproduce (see [C++][CI] arrow-json-test segfaults occasionally on AMD64 Windows MinGW MINGW64 C++ job #49272, fix in GH-49272: [C++][CI] Fix intermittent segfault in arrow-json-test with MinGW #49462).
2. Both MINGW64 and CLANG64: aws-sdk-cpp 1.11.479 -> 1.11.801 stopped sending Content-Md5 on DeleteObjects; bundled MinIO RELEASE.2024-09-13 still requires it.

What changes are included in this PR?

CI change, new Pin MSYS2 packages step in cpp.yml

Are these changes tested?

Tested on a fork:
failing ->
passing

Are there any user-facing changes?

No

• GitHub Issue: [CI][C++] MinGW jobs fail every run after MSYS2 toolchain updates #49930

[github-actions]

⚠️ GitHub issue #49930 has been automatically assigned in GitHub to PR creator.

[tadeja]

With temporary CI changes here MinGW failing tests now pass...
Except for the single test arrow-flight-test Timeout on CLANG64 - could we rerun this? (@kou ?) https://github.com/apache/arrow/actions/runs/22742119641/job/65957707054?pr=49402#step:14:1080

arrow-flight-test has this issue already logged (for odbc) #49465