iter_archive on zipfiles with better compression type check
Hello @lhoestq, thank you for your answer.

I don't use pytest a lot so I think I might need some help on it :) but I tried some tests for `streaming_download_manager.py` only. I don't know how to test `download_manager.py` since we need to use local files.

# Comments : 
* In **download_manager.py** I removed some unnecessary imports after the simplification of `_get_extraction_protocol_local`.
* In **streaming_download_manager** I moved the raised Error as suggested.
 
### I also started some tests on `StreamingDownloadManager()` :
* Used an existing zipfile url and added a new one that has a folder and many files : 
```python
TEST_GG_DRIVE_ZIPPED_URL = "https://drive.google.com/uc?export=download&id=1k92sUfpHxKq8PXWRr7Y5aNHXwOCNUmqh"
TEST_GG_DRIVE2_ZIPPED_URL = "https://drive.google.com/uc?export=download&id=1X4jyUBBbShyCRfD-vCO1ZvfqFXP3NEeU"
``` 
* **For now is being tested :**
     * Return type of the function  : should be tuple
     * Files names
     * Files content
 * Added an `xfail` test for the gzip file, because I get a `zipfile.BadZipFile exception`.


 * And lastly, changed the test for `_get_extraction_protocol_throws` since it was moved to `_extract` : 
 ```diff
@pytest.mark.xfail(raises=NotImplementedError)
def test_streaming_dl_manager_get_extraction_protocol_throws(urlpath):
-    _get_extraction_protocol(urlpath)

@pytest.mark.xfail(raises=NotImplementedError)
def test_streaming_dl_manager_get_extraction_protocol_throws(urlpath):
+    StreamingDownloadManager()._extract(urlpath)
```



Hello @lhoestq , thank you for your detailed answer on previous PR ! 
I made this new PR because I misused git on the previous one #3347.
Related issue #3272.

# Comments  : 

* For extension check I used the `_get_extraction_protocol` function in **download_manager.py** with a slight change and called it `_get_extraction_protocol_local`: 

**I removed this part :**
 ```python
    elif path.endswith(".tar.gz") or path.endswith(".tgz"):
        raise NotImplementedError(
            f"Extraction protocol for TAR archives like '{urlpath}' is not implemented in streaming mode. Please use `dl_manager.iter_archive` instead."
        )
```
**And also changed :** 
```diff
- extension = path.split(".")[-1]
+ extension = "tar" if path.endswith(".tar.gz") else path.split(".")[-1]
```
The reason for this is a compression like **.tar.gz** will be considered a **.gz** which is handled with **zipfile**, though **tar.gz** can only be opened using **tarfile**.

Please tell me if there's anything to change.

# Tasks : 
- [x] download_manager.py
- [x] streaming_download_manager.py 