Currently it's inconvenient to merge a single TDigest, but this is useful in contexts like the aggregate kernels. Follow-up from ARROW-13520.

Reporter: David Li / @lidavidm
Assignee: Yibo Cai / @cyb70289

Related issues:

• [C++] Refine TDigest::Merge api (is duplicated by)
• [C++] Implement hash_aggregate approximate quantile kernel (relates to)

PRs and other links:

• GitHub Pull Request #10967

_{Note: This issue was originally created as ARROW-13682. Please see the migration documentation for further details.}