Enable streaming dataset to use the "all" split
The docs for this PR live [here](https://moon-ci-docs.huggingface.co/docs/datasets/pr_4698). All of your documentation changes will be reflected on that endpoint. @albertvillanova 
Adding the validation split causes these two `assert_called_once` assertions to fail with `AssertionError: Expected 'ArrowWriter' to have been called once. Called 2 times`:

https://github.com/huggingface/datasets/blob/main/tests/test_builder.py#L548-L562

It might be better to create a new dummy generator for the streaming tests, WDYT? Alternatively we could test for `self.call_count` equalling 2. @cakiki have you read my comment in the issue page?
https://github.com/huggingface/datasets/issues/4637#issuecomment-1175984812 Streaming with `split=all` seems to be working, will fix the failing test next Not sure if marking the PR as "ready for review" actually notified you, so tagging @albertvillanova just in case :smiley_cat:  cc @lhoestq 
Fixes #4637