Fix Horovod pyarrow IndexError: list index out of range

[WeichenXu123]

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Description

Fixes #2193 .
Fix Horovod pyarrow IndexError: list index out of range

Review process to land

1. All tests and other checks must succeed.
2. At least one member of the technical steering committee must review and approve.
3. If any member of the technical steering committee requests changes, they must be addressed.

[WeichenXu123]

@tgaddair I created a new PR for #2193 , could you help review ? It should address the issue mentioned here: #3255 (comment)
CC @EnricoMi

[github-actions]

Unit Test Results

     766 files  ±0       766 suites  ±0   6h 6m 23s ⏱️ -48s
     602 tests ±0       566 ✔️ ±0       36 💤 ±0  0 ❌ ±0 
16 260 runs  ±0  11 387 ✔️ ±0  4 873 💤 ±0  0 ❌ ±0 

Results for commit 2b88126. ± Comparison against base commit d395a88.

♻️ This comment has been updated with latest results.

[github-actions]

Unit Test Results (with flaky tests)

     876 files   -     2       876 suites   - 2   6h 28m 31s ⏱️ - 1m 45s
     602 tests ±    0       566 ✔️ +    1       36 💤 ±  0  0 ❌  - 1 
18 734 runs   - 174  12 861 ✔️  - 255  5 873 💤 +82  0 ❌  - 1 

Results for commit 2b88126. ± Comparison against base commit d395a88.

♻️ This comment has been updated with latest results.

[EnricoMi]

Can you rebase to / merge latest master please? Then I will run the Spark tests on this branch (those that are currently disabled) to check they do not break on this fix.

[EnricoMi]

@WeichenXu123 I am running this branch with all Spark tests reactivated (#3263) in #3283.

[EnricoMi]

All tests are green: #3283