FileNotFoundError when trying to load the downloaded dataset with `load_dataset(..., streaming=True)`
### Describe the bug

Hi, I'm trying to load the dataset `togethercomputer/RedPajama-Data-1T-Sample` with `load_dataset` in streaming mode, i.e., `streaming=True`, but `FileNotFoundError` occurs.

### Steps to reproduce the bug

I've downloaded the dataset and save it to the cache dir in advance. My hope is loading the files in offline environment and without taking too much hours to prepross the entire data before running into the training process.
So I try the following code to load the files streamingly
```py
dataset = load_dataset('togethercomputer/RedPajama-Data-1T-Sample', streaming=True)
print(next(iter(dataset['train'])))
```
Sadly, it raises the following:
```
FileNotFoundError: [Errno 2] No such file or directory: 'CURRENT_CODE_PATH/arxiv_sample.jsonl'
```
I've noticed that the dataset can be properly found in the begining
```
Using the latest cached version of the module from /root/.cache/huggingface/modules/datasets_modules/datasets/togethercomputer--RedPajama-Data-1T-Sample/6ea3bc8ec2e84ec6d2df1930942e9028ace8c5b9d9143823cf911c50bbd92039 (last modified on Sat Oct 21 20:12:57 2023) since it couldn't be found locally at togethercomputer/RedPajama-Data-1T-Sample., or remotely on the Hugging Face Hub.
```
But it seems that the paths couldn't be properly parsed when loading iteratively.
 
How should I fix this error. I've tried specifying `data_files` or `data_dir` as `.../arxiv_sample.jsonl` but none of them works.

Thanks.

### Expected behavior

Properly load the dataset.

### Environment info

`datasets==2.14.5`