ARROW-16995: [CI][C++][MinGW] Don't cache site-packages

[kou]

It may revert updated Python related MSYS2 packages such as
python-numpy. This caches built wheels instead.

[github-actions]

https://issues.apache.org/jira/browse/ARROW-16995

[github-actions]

⚠️ Ticket has not been started in JIRA, please click 'Start Progress'.

[pitrou]

Can you try a new build or push to check the caching?

[kou]

Yes. Cache was used:

The 1st run:

https://github.com/apache/arrow/runs/7241017434?check_suite_focus=true#step:11:43

Collecting grpcio==1.44.0
  Downloading grpcio-1.44.0.tar.gz (21.4 MB)
     --------------------------------------- 21.4/21.4 MB 38.6 MB/s eta 0:00:00
  Preparing metadata (setup.py): started
  Preparing metadata (setup.py): finished with status 'done'
Collecting six>=1.5.2
  Downloading six-1.16.0-py2.py3-none-any.whl (11 kB)
Building wheels for collected packages: grpcio
  Building wheel for grpcio (setup.py): started
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): still running...
  Building wheel for grpcio (setup.py): finished with status 'done'
  Created wheel for grpcio: filename=grpcio-1.44.0-cp310-cp310-mingw_x86_64.whl size=3921749 sha256=4e689647783a4263c4af55086b3500cfdfa2aff61dfbfb295c762ae674b6cf9a
  Stored in directory: c:/users/runneradmin/appdata/local/pip/cache/wheels/6f/76/51/2519414b3cffb473348cfd3a238b0387aa2ccfd065bb1bdf8e
Successfully built grpcio
Installing collected packages: six, grpcio
Successfully installed grpcio-1.44.0 six-1.16.0

The 2nd run:

https://github.com/apache/arrow/runs/7242729464?check_suite_focus=true#step:11:43

Collecting grpcio==1.44.0
  Using cached grpcio-1.44.0-cp310-cp310-mingw_x86_64.whl
 Collecting six>=1.5.2
  Using cached six-1.16.0-py2.py3-none-any.whl (11 kB)
Installing collected packages: six, grpcio
Successfully installed grpcio-1.44.0 six-1.16.0

[kou]

+1