ARROW-16481: [Python] Remove the test usage of legacy dataset - #14031

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cc: @AlenkaF

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I think we should probably keep those tests until we actually remove the deprecated code path (because as long as we have that code path, it should work).
Now, we should maybe re-evaluate when we actually want to remove this option.

Makes sense. Will close the PR and wait till roadmap on that is clear.

Thanks!