[C++] run-cmake-format.py is not supported on Windows

[asfimport]

I tried to fix it but no matter what option I pass for --line-ending to cmake-format it converts LF line endings to CRLF.

Reporter: Wes McKinney / @wesm

_{Note: This issue was originally created as ARROW-4548. Please see the migration documentation for further details.}

[github-actions[bot]]

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