Is your feature request related to a problem or challenge? Please describe what you are trying to do.
While working in this repo and having added the object_store crate (see #2030) it is clear to me that much more CI is being done than necessary.

Specifically, basically all CI jobs are run for all PRs, regardless of what files they touch

Describe the solution you'd like
I envision a few cleanups:

• Don't try and cache target directory (see discusson on Remove CI Caching to preserve diskspace datafusion#2948) -- Do not pretend to cache rust build artifacts, speed up CI by ~20% #2150
• Break tests for parquet, parquet-derive, arrow / arrow-flight / examples into their own github workflows (that can be triggered independently
• Change the workflows so they are triggered more deliberately (i.e. only run arrow tests if arrow changes, not if parquet does)

Describe alternatives you've considered
Leave it the way it is

Additional context
Add any other context or screenshots about the feature request here.