Use concurrency groups instead if the cancle workflow

[assignUser]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
The cancel.yml workflow is no longer necessary as GitHub has integrated this feature into gha: https://docs.github.com/en/actions/using-jobs/using-concurrency#example-only-cancel-in-progress-jobs-or-runs-for-the-current-workflow

Describe the solution you'd like
Add concurrency groups to the separate workflows, that way the cancel action used in cancel.yml as an external dependency can be removed.
Example: https://github.com/apache/arrow/blob/master/.github/workflows/cpp.yml#L44-L46