`Dataset.from_generator` should not try to download from HF GCS
### Describe the bug

When using [`Dataset.from_generator`](https://github.com/huggingface/datasets/blob/c9c1166e1cf81d38534020f9c167b326585339e5/src/datasets/arrow_dataset.py#L1072) with `streaming=False`, the internal logic will call [`download_and_prepare`](https://github.com/huggingface/datasets/blob/main/src/datasets/io/generator.py#L47) which will attempt to download from HF GCS which is redundant, because user has already provided the generator from which the data should be drawn. 

If someone attempts to call `Dataset.from_generator` from an environment that doesn't have external internet access (for example internal production machine) and doesn't set `HF_DATASETS_OFFLINE=1`, this will result in process being stuck at building connection.

### Steps to reproduce the bug

```python
import datasets
def gen():
    for _ in range(100):
        yield {"text": "dummy text"}

dataset = datasets.Dataset.from_generator(gen)
```

A minimum example executed on any environment that doesn't have access to HF GCS can result in the error

### Expected behavior

`try_from_hf_gcs` should be set to False here https://github.com/huggingface/datasets/blob/c9c1166e1cf81d38534020f9c167b326585339e5/src/datasets/io/generator.py#L51

### Environment info

- `datasets` version: 2.14.4
- Platform: Linux-3.10.0-1160.90.1.el7.x86_64-x86_64-with-glibc2.17
- Python version: 3.10.12
- Huggingface_hub version: 0.17.1
- PyArrow version: 12.0.1
- Pandas version: 2.0.3