ConnectionError for gated datasets and unauthenticated users
Since the Hub returns dataset info for gated datasets and unauthenticated users, there is dead code: https://github.com/huggingface/datasets/blob/98fdc9e78e6d057ca66e58a37f49d6618aab8130/src/datasets/load.py#L1846-L1852

We should remove the dead code and properly handle this case: currently we are raising a `ConnectionError` instead of a `DatasetNotFoundError` (as before).

See:
- https://github.com/huggingface/dataset-viewer/issues/3025
- https://github.com/huggingface/huggingface_hub/issues/2457