Specifying an exisiting folder in download_and_prepare deletes everything in it
cc @lhoestq  Thanks for reporting, @cakiki.

I would say the deletion of the dir is an expected behavior though... `dask.to_parquet` has an "overwrite" parameter and default is `False`, we could also have something similar Thank you both for your feedback!

@albertvillanova I think I might have have the wrong mental model of what the function was meant to do. I thought it would be an API similar to the pandas `to_XX` write methods (Like the one @lhoestq mentions) so I just assumed it would download the dataframe to whichever folder I specififed (`"./"` in my case) so I could load it into a dask dataframe. I absolutely did not expect it to delete everything in my local directory, including the script where I called it from :smile: 

I think Quentin's proposed solution sounds like a reasonable feature! actually there's already a `download_mode` parameter that defaults to `REUSE_DATASET_IF_EXISTS` - so I guess it's just a matter of not deleting files unrelated to the dataset, and to overwrite existing dataset files if the download mode is `REUSE_CACHE_IF_EXISTS` or `FORCE_REDOWNLOAD`
## Describe the bug
The builder correctly creates the `output_dir` folder if it doesn't exist, but if the folder exists everything within it is deleted. Specifying `"."` as the `output_dir` deletes everything in your current dir but also leads to **another bug** whose traceback is the following:

```
                          Traceback (most recent call last)
Input In [11], in <cell line: 1>()
----> 1 rotten_tomatoes_builder.download_and_prepare(output_dir=".", max_shard_size="200MB", file_format="parquet")

File ~/BIGSCIENCE/env/lib/python3.9/site-packages/datasets/builder.py:818, in download_and_prepare(self, output_dir, download_config, download_mode, ignore_verifications, try_from_hf_gcs, dl_manager, base_path, use_auth_token, file_format, max_shard_size, storage_options, **download_and_prepare_kwargs)

File /usr/lib/python3.9/contextlib.py:124, in _GeneratorContextManager.__exit__(self, type, value, traceback)
    122 if type is None:
    123     try:
--> 124         next(self.gen)
    125     except StopIteration:
    126         return False

File ~/BIGSCIENCE/env/lib/python3.9/site-packages/datasets/builder.py:760, in incomplete_dir(dirname)

File /usr/lib/python3.9/shutil.py:722, in rmtree(path, ignore_errors, onerror)
    720         os.rmdir(path)
    721     except OSError:
--> 722         onerror(os.rmdir, path, sys.exc_info())
    723 else:
    724     try:
    725         # symlinks to directories are forbidden, see bug #1669

File /usr/lib/python3.9/shutil.py:720, in rmtree(path, ignore_errors, onerror)
    718 _rmtree_safe_fd(fd, path, onerror)
    719 try:
--> 720     os.rmdir(path)
    721 except OSError:
    722     onerror(os.rmdir, path, sys.exc_info())

OSError: [Errno 22] Invalid argument: '/home/christopher/BIGSCIENCE/.'
``` 

## Steps to reproduce the bug
```python
rotten_tomatoes_builder = load_dataset_builder("rotten_tomatoes")
rotten_tomatoes_builder.download_and_prepare(output_dir="./test_folder", max_shard_size="200MB", file_format="parquet")
```
If `test_folder` contains any files they will all be deleted
 
## Expected results
Either a warning that all files will be deleted, but preferably that they not be deleted at all.

## Actual results
N/A

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version: 2.3.2
- Platform: Linux-5.15.0-48-generic-x86_64-with-glibc2.29
- Python version: 3.8.10
- PyArrow version: 8.0.0
- Pandas version: 1.4.3
