It appears that the nightly centos8 R build is failing to build bz2. I observed this locally while doing
ARROW-9397 but assumed (wrongly, it seems) that there was something transient with bz2 and didn't circle back to debug it.
For reasons that were not clear, bz2 was failing to build because cmp: command not found. It turns out that cmp is only called in make test, which we were calling via just make https://sourceware.org/git/?p=bzip2.git;a=blob;f=Makefile;h=b0fef950f361d84a5ec42749529fb34276e2de2d;hb=HEAD#l38. This was doing unnecessary work, aside from testing it was building command line utilities etc., so I made it only build libbz2. It's possible that we need to do something different on MSVC but I don't understand this well enough to be sure.