streaming datasets doesn't work properly with multi-node
### Feature request

Let’s say I have a dataset with 5 samples with values [1, 2, 3, 4, 5], with 2 GPUs (for DDP) and batch size of 2. This dataset is an `IterableDataset` since I am streaming it.

Now I split the dataset using `split_dataset_by_node` to ensure it doesn’t get repeated. And since it’s already splitted, I don’t have to use `DistributedSampler` (also they don't work with iterable datasets anyway)?

But in this case I noticed that the:

First iteraton:
first GPU will get → [1, 2]
first GPU will get → [3, 4]

Second iteraton:
first GPU will get → [5]
first GPU will get → Nothing

which actually creates an issue since in case of `DistributedSampler`, the samples are repeated internally to ensure non of the GPUs at any iteration is missing any data for gradient sync.

So my questions are:

1. Here since splitting is happening before hand, how to make sure each GPU get’s a batch at each iteration to avoid gradient sync issues?
2. Do we need to use `DistributedSampler`? If yes, how?
3. in the docstrings of `split_dataset_by_node`, this is mentioned: *"If the dataset has a number of shards that is a factor of `world_size` (i.e. if `dataset.n_shards % world_size == 0`), then the shards are evenly assigned across the nodes, which is the most optimized. Otherwise, each node keeps 1 example out of `world_size`, skipping the other examples."* Can you explain the last part here?
4. If `dataset.n_shards % world_size != 0`, is it possible to shard the streaming dataset on the fly to avoid the case where data is missing?

### Motivation

Somehow streaming datasets should work with DDP since for big LLMs a lot of data is required and DDP/multi-node is mostly used to train such models and streaming can actually help solve the data part of it.

### Your contribution

Yes, I can help in submitting the PR once we get mutual understanding on how it should behave.