Dataset BnL Historical Newspapers does not work in streaming mode
@albertvillanova let me know if there is anything I can do to help with this. I had a quick look at the code again and though I could try the following changes:
- use `download` instead of `download_and_extract`
https://github.com/huggingface/datasets/blob/d3d339fb86d378f4cb3c5d1de423315c07a466c6/datasets/bnl_newspapers/bnl_newspapers.py#L136
- swith to using `iter_archive` to loop through downloaded data to replace
https://github.com/huggingface/datasets/blob/d3d339fb86d378f4cb3c5d1de423315c07a466c6/datasets/bnl_newspapers/bnl_newspapers.py#L159

Let me know if it's useful for me to try and make those changes.  Thanks @davanstrien.

I have already been working on it so that it can be used in the BigScience workshop.

I agree that the `rglob()` is not efficient in this case.

I tried different solutions without success:
- `iter_archive` cannot be used in this case because it does not support ZIP files yet

Finally I have used `iter_files()`. I see this is fixed now 🙂.  I also picked up a few other tips from your redactors so hopefully my next attempts will support streaming from the start. 
## Describe the bug
When trying to load in streaming mode, it "hangs"...

## Steps to reproduce the bug
```python
ds = load_dataset("bnl_newspapers", split="train", streaming=True)
```

## Expected results
The code should be optimized, so that it works fast in streaming mode.

CC: @davanstrien 
