Support skipping Parquet to Arrow conversion when using Beam
The docs for this PR live [here](https://moon-ci-docs.huggingface.co/docs/datasets/pr_4509). All of your documentation changes will be reflected on that endpoint. When #4724 is merged, we can just pass `file_format="parquet"` to `download_and_prepare` and it will output parquet fiels without converting to arrow I think we can close this one