FileNotFoundError for dataset with multiple builder config
### Describe the bug

When there is only one config and only the dataset name is entered when using datasets.load_dataset(), it works fine. But if I create a second builder_config for my dataset and enter the config name when using datasets.load_dataset(), the following error will happen.

FileNotFoundError: [Errno 2] No such file or directory: 'C:/Users/chenx/.cache/huggingface/datasets/my_dataset/0_shot_multiple_choice/1.0.0/97c3854a012cfd6b045e3be4c864739902af2d818bb9235b047baa94c302e9a2.incomplete/my_dataset-test-00000-00000-of-NNNNN.arrow'

The "XXX.incomplete folder" in the cache folder of my dataset will disappear before "generating test split", which does not happen when config name is not entered and the config name is "default"

C:\Users\chenx\.cache\huggingface\datasets\my_dataset\0_shot_multiple_choice\1.0.0    
The folder that is supposed to remain under the above directory will disappear, and the data generator will not have a place to generate data into. 

### Steps to reproduce the bug

test = load_dataset('my_dataset', '0_shot_multiple_choice')

### Expected behavior

FileNotFoundError: [Errno 2] No such file or directory: 'C:/Users/chenx/.cache/huggingface/datasets/my_dataset/0_shot_multiple_choice/1.0.0/97c3854a012cfd6b045e3be4c864739902af2d818bb9235b047baa94c302e9a2.incomplete/my_dataset-test-00000-00000-of-NNNNN.arrow'

### Environment info

datasets                  2.14.5
python                    3.8.18