Issue: Apache Beam unable to write the downloaded wikipedia dataset

## Describe the bug
Hi, I am currently trying to download wikipedia dataset using
load_dataset("wikipedia", language="aa", date="20220401", split="train",beam_runner='DirectRunner'). However, I end up in getting filenotfound error. I get this error for any language I try to download. It downloads the file but while saving it in hugging face cache it fails to write. This happens for any available date of any language in wikipedia dump. I had raised another issue earlier #4915 but probably was not that clear and the solution provider misunderstood my problem. Hence raising one more issue. Any help is appreciated.

## Steps to reproduce the bug
```python
from datasets import load_dataset
load_dataset("wikipedia", language="aa", date="20220401", split="train",beam_runner='DirectRunner')
```

## Expected results
to load the dataset

## Actual results
I am pasting the error trace here:
Downloading builder script: 35.9kB [00:00, ?B/s]
Downloading metadata: 30.4kB [00:00, 1.94MB/s]
Using custom data configuration 20220401.aa-date=20220401,language=aa
Downloading and preparing dataset wikipedia/20220401.aa to C:\Users\Shilpa.cache\huggingface\datasets\wikipedia\20220401.aa-date=20220401,language=aa\2.0.0\aa542ed919df55cc5d3347f42dd4521d05ca68751f50dbc32bae2a7f1e167559...
Downloading data: 100%|████████████████████████████████████████████████████████████| 11.1k/11.1k [00:00<00:00, 712kB/s]
Downloading data files: 100%|████████████████████████████████████████████████████████████| 1/1 [00:02<00:00, 2.82s/it]
Extracting data files: 100%|█████████████████████████████████████████████████████████████████████| 1/1 [00:00<?, ?it/s]
Downloading data: 100%|███████████████████████████████████████████████████████████| 35.6k/35.6k [00:00<00:00, 84.3kB/s]
Downloading data files: 100%|████████████████████████████████████████████████████████████| 1/1 [00:02<00:00, 2.93s/it]
Traceback (most recent call last):
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
File "apache_beam\runners\common.py", line 1571, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "G:\Python3.7\lib\site-packages\apache_beam\io\iobase.py", line 1193, in process
self.writer = self.sink.open_writer(init_result, str(uuid.uuid4()))
File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
return fnc(self, *args, **kwargs)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 202, in open_writer
return FileBasedSinkWriter(self, writer_path)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 419, in init
self.temp_handle = self.sink.open(temp_shard_path)
File "G:\Python3.7\lib\site-packages\apache_beam\io\parquetio.py", line 553, in open
self._file_handle = super().open(temp_path)
File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
return fnc(self, *args, **kwargs)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 139, in open
temp_path, self.mime_type, self.compression_type)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filesystems.py", line 224, in create
return filesystem.create(path, mime_type, compression_type)
File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 163, in create
return self._path_open(path, 'wb', mime_type, compression_type)
File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 140, in _path_open
raw_file = io.open(path, mode)
FileNotFoundError: [Errno 2] No such file or directory: 'C:\Users\Shilpa\.cache\huggingface\datasets\wikipedia\20220401.aa-date=20220401,language=aa\2.0.0\aa542ed919df55cc5d3347f42dd4521d05ca68751f50dbc32bae2a7f1e167559.incomplete\beam-temp-wikipedia-train-880233e8287e11edaf9d3ca067f2714e\20a05238-6106-4420-a713-4eca6dd5959a.wikipedia-train'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "G:/abc/temp.py", line 32, in
beam_runner='DirectRunner')
File "G:\Python3.7\lib\site-packages\datasets\load.py", line 1751, in load_dataset
use_auth_token=use_auth_token,
File "G:\Python3.7\lib\site-packages\datasets\builder.py", line 705, in download_and_prepare
dl_manager=dl_manager, verify_infos=verify_infos, **download_and_prepare_kwargs
File "G:\Python3.7\lib\site-packages\datasets\builder.py", line 1394, in _download_and_prepare
pipeline_results = pipeline.run()
File "G:\Python3.7\lib\site-packages\apache_beam\pipeline.py", line 574, in run
return self.runner.run_pipeline(self, self._options)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\direct\direct_runner.py", line 131, in run_pipeline
return runner.run_pipeline(pipeline, options)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 201, in run_pipeline
options)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 212, in run_via_runner_api
return self.run_stages(stage_context, stages)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 443, in run_stages
runner_execution_context, bundle_context_manager, bundle_input)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 776, in _execute_bundle
bundle_manager))
File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 1000, in _run_bundle
data_input, data_output, input_timers, expected_timer_output)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\fn_runner.py", line 1309, in process_bundle
result_future = self._worker_handler.control_conn.push(process_bundle_req)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\portability\fn_api_runner\worker_handlers.py", line 380, in push
response = self.worker.do_instruction(request)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\sdk_worker.py", line 598, in do_instruction
getattr(request, request_type), request.instruction_id)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\sdk_worker.py", line 635, in process_bundle
bundle_processor.process_bundle(instruction_id))
File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\bundle_processor.py", line 1004, in process_bundle
element.data)
File "G:\Python3.7\lib\site-packages\apache_beam\runners\worker\bundle_processor.py", line 227, in process_encoded
self.output(decoded_value)
File "apache_beam\runners\worker\operations.py", line 526, in apache_beam.runners.worker.operations.Operation.output
File "apache_beam\runners\worker\operations.py", line 528, in apache_beam.runners.worker.operations.Operation.output
File "apache_beam\runners\worker\operations.py", line 237, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
File "apache_beam\runners\worker\operations.py", line 324, in apache_beam.runners.worker.operations.GeneralPurposeConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 905, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 623, in apache_beam.runners.common.SimpleInvoker.invoke_process
File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 1491, in apache_beam.runners.common.DoFnRunner._reraise_augmented
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
File "apache_beam\runners\common.py", line 1581, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "apache_beam\runners\common.py", line 1694, in apache_beam.runners.common._OutputHandler._write_value_to_tag
File "apache_beam\runners\worker\operations.py", line 240, in apache_beam.runners.worker.operations.SingletonElementConsumerSet.receive
File "apache_beam\runners\worker\operations.py", line 907, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\worker\operations.py", line 908, in apache_beam.runners.worker.operations.DoOperation.process
File "apache_beam\runners\common.py", line 1419, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 1507, in apache_beam.runners.common.DoFnRunner._reraise_augmented
File "apache_beam\runners\common.py", line 1417, in apache_beam.runners.common.DoFnRunner.process
File "apache_beam\runners\common.py", line 837, in apache_beam.runners.common.PerWindowInvoker.invoke_process
File "apache_beam\runners\common.py", line 981, in apache_beam.runners.common.PerWindowInvoker._invoke_process_per_window
File "apache_beam\runners\common.py", line 1571, in apache_beam.runners.common._OutputHandler.handle_process_outputs
File "G:\Python3.7\lib\site-packages\apache_beam\io\iobase.py", line 1193, in process
self.writer = self.sink.open_writer(init_result, str(uuid.uuid4()))
File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
return fnc(self, *args, **kwargs)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 202, in open_writer
return FileBasedSinkWriter(self, writer_path)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 419, in init
self.temp_handle = self.sink.open(temp_shard_path)
File "G:\Python3.7\lib\site-packages\apache_beam\io\parquetio.py", line 553, in open
self._file_handle = super().open(temp_path)
File "G:\Python3.7\lib\site-packages\apache_beam\options\value_provider.py", line 193, in _f
return fnc(self, *args, **kwargs)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filebasedsink.py", line 139, in open
temp_path, self.mime_type, self.compression_type)
File "G:\Python3.7\lib\site-packages\apache_beam\io\filesystems.py", line 224, in create
return filesystem.create(path, mime_type, compression_type)
File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 163, in create
return self._path_open(path, 'wb', mime_type, compression_type)
File "G:\Python3.7\lib\site-packages\apache_beam\io\localfilesystem.py", line 140, in _path_open
raw_file = io.open(path, mode)
RuntimeError: FileNotFoundError: [Errno 2] No such file or directory: 'C:\Users\Shilpa\.cache\huggingface\datasets\wikipedia\20220401.aa-date=20220401,language=aa\2.0.0\aa542ed919df55cc5d3347f42dd4521d05ca68751f50dbc32bae2a7f1e167559.incomplete\beam-temp-wikipedia-train-880233e8287e11edaf9d3ca067f2714e\20a05238-6106-4420-a713-4eca6dd5959a.wikipedia-train' [while running 'train/Save to parquet/Write/WriteImpl/WriteBundles']

## Environment info
Python: 3.7.6
Windows 10 Pro
datasets :2.4.0
apache_beam: 2.41.0
mwparserfromhell: 0.6.4

Comments:
See:
- #4915