I patch I merged [1] has caused failures in 4 externally-configured Ursabot builds that are missing the ARROW_TEST_DATA environment variable, so if you see these failures show up in PRs or on master, you can ignore them until the env variable issue is fixed.
Thanks Wes [1]: https://github.com/apache/arrow/commit/a0b7f2abed5fc5649264369b9a3d001ad4a0ef79