GH-45099: [C++] Avoid static const variable in the status.h (#45100)
### Rationale for this change
The `Status::message` function below has defined a static const string in the header file which may cause troubles in different translation units.
```
const std::string& message() const {
static const std::string no_message = "";
return ok() ? no_message : state_->msg;
}
```
### What changes are included in this PR?
Move the definition of `Status::message` function into the source file.
### Are these changes tested?
Pass CIs.
### Are there any user-facing changes?
No.
* GitHub Issue: #45099
Authored-by: Gang Wu <ustcwg@gmail.com>
Signed-off-by: Gang Wu <ustcwg@gmail.com>