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### Rationale for this change When we first added RunWithCapturedR to support reading files from R connections, none of the Parquet tests seemed to call R from another thread. Because RunWithCapturedR comes with some complexity, I didn't add it anywhere it wasn't strictly needed. A recent StackOverflow post exposed that reading very large parquet files do use multiple threads and thus need RunWithCapturedR. ### What changes are included in this PR? The two most common calls to read a parquet in which a user might trigger this failure are now wrapped in RunWithCapturedR. ### Are these changes tested? The changes are tested in the current suite. ### Are there any user-facing changes? No. * Closes: #36819 Lead-authored-by: Dewey Dunnington <[email protected]> Co-authored-by: Dewey Dunnington <[email protected]> Signed-off-by: Dewey Dunnington <[email protected]>
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