Update data URL in pubmed dataset
- I updated the previous dummy data: I just had to rename the file and its directory
  - the dummy data zip contains only a single file: `pubmed22n0001.xml.gz`

Then I discover it fails: https://app.circleci.com/pipelines/github/huggingface/datasets/9800/workflows/173a4433-8feb-4fc6-ab9e-59762084e3e1/jobs/60437
```
No such file or directory: '.../dummy_data/pubmed22n0002.xml.gz'
```
- it needs dummy data for all the 1114 files: 
  `_URLs = [f"ftp://ftp.ncbi.nlm.nih.gov/pubmed/baseline/pubmed22n{i:04d}.xml.gz" for i in range(1, 1115)]`
- this confirms me that it never passed the test: these dummy data files were not present before my PR
- therefore, is it really useful the data test if we just ignore it when it does not pass?

In relation with JSON metadata, I was generating the file for `pubmed` (see above) in a GCP instance: after running during ~12h without finishing, I decided to stop the process. Hi ! Yes I remembered we hardcoded an exception for this one:
https://github.com/huggingface/datasets/blob/36db39c75179a0a491c69a4491f7ae7e4615e66f/src/datasets/utils/mock_download_manager.py#L174-L176

The exception was used to only require one dummy data file, feel free to update it if you want
Fix #3655.