ExpectedMoreSplits error on load_dataset when upgrading to 2.19.0
### Describe the bug

Hi there, thanks for the great library! We have been using it a lot in torchtune and it's been a huge help for us. 

Regarding the bug: the same call to `load_dataset` errors with `ExpectedMoreSplits` in 2.19.0 after working fine in 2.18.0. Full details given in the repro below.

### Steps to reproduce the bug

On 2.18.0, things work fine:
```
# First clear the locally cached dataset
rm -r ~/.cache/huggingface/datasets/lvwerra___stack-exchange-paired
pip install "datasets==2.18.0"
python3
>>> from datasets import load_dataset
>>> dataset = load_dataset('lvwerra/stack-exchange-paired', split='train', data_dir='data/rl')
```

On 2.19.0, they do not:
```
# First clear the locally cached dataset
rm -r ~/.cache/huggingface/datasets/lvwerra___stack-exchange-paired
pip install "datasets==2.19.0"
python3
>>> from datasets import load_dataset
>>> dataset = load_dataset('lvwerra/stack-exchange-paired', split='train', data_dir='data/rl')
```

The stack trace I see from the 2.19.0 version of load_dataset can be seen [here](https://gist.github.com/ebsmothers/f9b1f1949bee7030a8d7bb8a491550d2).

(Maybe unsurprising but) notably if I do not delete the cache first I am able to load the dataset successfully. So based on this I suspect the cause is somewhere in the download logic.

### Expected behavior

Download the dataset successfully :)

### Environment info

- `datasets` version: 2.19.0
- Platform: Linux-5.12.0-0_fbk16_zion_7661_geb00762ce6d2-x86_64-with-glibc2.34
- Python version: 3.11.9
- `huggingface_hub` version: 0.22.2
- PyArrow version: 16.0.0
- Pandas version: 2.2.2
- `fsspec` version: 2024.3.1