Unpack `dl_manager.iter_files` to allow parallization
_The documentation is not available anymore as the PR was closed or merged._ Cool thanks ! Yup it sounds like the right solution.

It looks like `_generate_tables` needs to be updated as well to fix the CI
Iterate over data files outside `dl_manager.iter_files` to allow parallelization in streaming mode.

(The issue reported [here](https://discuss.huggingface.co/t/dataset-only-have-n-shard-1-when-has-multiple-shards-in-repo/19887))

PS: Another option would be to override `FilesIterable.__getitem__` to make it indexable and check for that type in `_shard_kwargs` and `n_shards,` but IMO this solution adds too much unnecessary complexity.  