Datasetbuilder Local Download FileNotFoundError
### Describe the bug

So I was trying to download a dataset and save it as parquet and I follow the [tutorial](https://huggingface.co/docs/datasets/filesystems#download-and-prepare-a-dataset-into-a-cloud-storage) of Huggingface. However, during the excution I face a FileNotFoundError.

I debug the code and it seems there is a bug there:
So first it creates a .incomplete folder and before moving its contents the following code deletes the directory
[Code](https://github.com/huggingface/datasets/blob/98fdc9e78e6d057ca66e58a37f49d6618aab8130/src/datasets/builder.py#L984)
hence as a result I face with: 

``` FileNotFoundError: [Errno 2] No such file or directory: '~/data/Parquet/.incomplete '```

### Steps to reproduce the bug

```
from datasets import load_dataset_builder
from pathlib import Path

parquet_dir = "~/data/Parquet/" 
Path(parquet_dir).mkdir(parents=True, exist_ok=True)
builder = load_dataset_builder(
    "rotten_tomatoes",
)
builder.download_and_prepare(parquet_dir, file_format="parquet")
```

### Expected behavior

Downloads the files and saves as parquet

### Environment info

Ubuntu,
Python 3.10
```
datasets 2.19.1
```