[CI] macOS 11 C# job fails to install python dependencies

[raulcd]

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

The AMD64 macOS 11 C# is failing with:

Run ci/scripts/csharp_test.sh $(pwd)
+ source_dir=/Users/runner/work/arrow/arrow/csharp
+ '[' -z '' ']'
+ type python3
+ export PYTHON=python3
+ PYTHON=python3
+ python3 -m pip install pyarrow find-libpython
error: externally-managed-environment

× This environment is externally managed
╰─> To install Python packages system-wide, try brew install
    xyz, where xyz is the package you are trying to
    install.
    
    If you wish to install a Python library that isn't in Homebrew,
    use a virtual environment:
    
    python3 -m venv path/to/venv
    source path/to/venv/bin/activate
    python3 -m pip install xyz
    
    If you wish to install a Python application that isn't in Homebrew,
    it may be easiest to use 'pipx install xyz', which will manage a
    virtual environment for you. You can install pipx with
    
    brew install pipx
    
    You may restore the old behavior of pip by passing
    the '--break-system-packages' flag to pip, or by adding
    'break-system-packages = true' to your pip.conf file. The latter
    will permanently disable this error.
    
    If you disable this error, we STRONGLY recommend that you additionally
    pass the '--user' flag to pip, or set 'user = true' in your pip.conf
    file. Failure to do this can result in a broken Homebrew installation.
    
    Read more about this behavior here: <https://peps.python.org/pep-0668/>

note: If you believe this is a mistake, please contact your Python installation or OS distribution provider. You can override this, at the risk of breaking your Python installation or OS, by passing --break-system-packages.
hint: See PEP 668 for the detailed specification.

Example: https://github.com/apache/arrow/actions/runs/8836761043/job/24264073837?pr=41376
We need to use venv as the message said or actions/setup-python.

Component(s)

Continuous Integration

[raulcd]

Issue resolved by pull request 41392
#41392