Add warning
As mentioned in https://github.com/huggingface/datasets/issues/5105 I think we just need to keep the existing files instead of deleting them.
The `dataset_info.json` file contains the split names anyway, so we know which files belong to the dataset, and which ones don't.
Fixes: #5105 

I think removing the directory with warning is a better solution for this issue. Because if we decide to keep existing files in directory, then we should deal with the case providing same directory for several datasets! Which we know is not possible since `dataset_info.json` exists in that directory.