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[C++][Python] write_dataset with csv file format ignores delimiter #39961

Description

@rohanjain101

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

>>> ex = pa.Table.from_pydict({"A": ["A"], "B": ["B"], "C": ["C"]})
>>> csv = pa.dataset.CsvFileFormat(pa.csv.ParseOptions(delimiter=">"))
>>> pa.dataset.write_dataset(ex, path, format=csv, partitioning=pa.dataset.DirectoryPartitioning(pa.schema({"A": pa.string()})))
>>>

Output dataset contains:

"B","C"
"B","C"

But I specified delimiter as ">", but csv file still written with "," delimiter.

Component(s)

C++, Python

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