GH-43069: [Python] Use Py_IsFinalizing from pythoncapi_compat.h (#43767)

### Rationale for this change

#43540 already vendored `pythoncapi_compat.h`, so closing #43069 by using this as well for `Py_IsFinalizing` (which was added in #42034, and for which we opened that follow-up issue to use  `pythoncapi_compat.h` instead)

Authored-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>
Signed-off-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>

python/pyarrow/src/arrow/python/udf.cc

@@ -24,14 +24,11 @@
 #include "arrow/compute/kernel.h"
 #include "arrow/compute/row/grouper.h"
 #include "arrow/python/common.h"
+#include "arrow/python/vendored/pythoncapi_compat.h"
 #include "arrow/table.h"
 #include "arrow/util/checked_cast.h"
 #include "arrow/util/logging.h"
 
-// Py_IsFinalizing added in Python 3.13.0a4
-#if PY_VERSION_HEX < 0x030D00A4
-#define Py_IsFinalizing() _Py_IsFinalizing()
-#endif
 namespace arrow {
 using compute::ExecSpan;
 using compute::Grouper;