iter_archive on zipfiles with better compression type check
Hello @lhoestq, thank you for your answer.

I don't use pytest a lot so I think I might need some help on it :) but I tried some tests for `streaming_download_manager.py` only. I don't know how to test `download_manager.py` since we need to use local files.

# Comments : 
* In **download_manager.py** I removed some unnecessary imports after the simplification of `_get_extraction_protocol_local`.
* In **streaming_download_manager** I moved the raised Error as suggested.
 
### I also started some tests on `StreamingDownloadManager()` :
* Used an existing zipfile url and added a new one that has a folder and many files : 
```python
TEST_GG_DRIVE_ZIPPED_URL = "https://drive.google.com/uc?export=download&id=1k92sUfpHxKq8PXWRr7Y5aNHXwOCNUmqh"
TEST_GG_DRIVE2_ZIPPED_URL = "https://drive.google.com/uc?export=download&id=1X4jyUBBbShyCRfD-vCO1ZvfqFXP3NEeU"
``` 
* **For now is being tested :**
     * Return type of the function  : should be tuple
     * Files names
     * Files content
 * Added an `xfail` test for the gzip file, because I get a `zipfile.BadZipFile exception`.


 * And lastly, changed the test for `_get_extraction_protocol_throws` since it was moved to `_extract` : 
 ```diff
@pytest.mark.xfail(raises=NotImplementedError)
def test_streaming_dl_manager_get_extraction_protocol_throws(urlpath):
-    _get_extraction_protocol(urlpath)

@pytest.mark.xfail(raises=NotImplementedError)
def test_streaming_dl_manager_get_extraction_protocol_throws(urlpath):
+    StreamingDownloadManager()._extract(urlpath)
```


 Hello,
In this Commit was taken into account all the comment escept the `test_download _manager.py`.
I will work on that for the next commit.

Sorry again for being inactive lately in this PR.

 thanks a lot ! This CI seems to have import errors now though ? > thanks a lot ! This CI seems to have import errors now though ?

Yes sorry about that, it's due to a cyclic import I didn't pay attention to.

Will fix that in the next Commit along with adding the tests to download_manager.

 Hello @Mehdi2402, are you still interested in working on this further?  > Hello @Mehdi2402, are you still interested in working on this further?

Hello @albertvillanova, yes I would like to resume work on this. Great, we would like to have this feature.

First, you should resolve the conflicts with the main branch, by merging main into your feature branch and then fixing the conflicts by hand. Let us know if you would need some help on this: we can resolve the conflicts for you, so that you can continue your contribution afterwards.
Hello @lhoestq , thank you for your detailed answer on previous PR ! 
I made this new PR because I misused git on the previous one #3347.
Related issue #3272.

# Comments  : 

* For extension check I used the `_get_extraction_protocol` function in **download_manager.py** with a slight change and called it `_get_extraction_protocol_local`: 

**I removed this part :**
 ```python
    elif path.endswith(".tar.gz") or path.endswith(".tgz"):
        raise NotImplementedError(
            f"Extraction protocol for TAR archives like '{urlpath}' is not implemented in streaming mode. Please use `dl_manager.iter_archive` instead."
        )
```
**And also changed :** 
```diff
- extension = path.split(".")[-1]
+ extension = "tar" if path.endswith(".tar.gz") else path.split(".")[-1]
```
The reason for this is a compression like **.tar.gz** will be considered a **.gz** which is handled with **zipfile**, though **tar.gz** can only be opened using **tarfile**.

Please tell me if there's anything to change.

# Tasks : 
- [x] download_manager.py
- [x] streaming_download_manager.py 