PermissionError on Windows when using temp dir for caching
Currently, the following code raises a PermissionError on master if working on Windows:

```python
# run as a script or call exit() in REPL to initiate the temp dir cleanup
from datasets import *
d = load_dataset("sst", split="train", keep_in_memory=False)
set_caching_enabled(False)
d.map(lambda ex: ex)
```

Error stack trace:
```
Traceback (most recent call last):
  File "C:\Users\Mario\Anaconda3\envs\hf-datasets\lib\weakref.py", line 624, in _exitfunc
    f()
  File "C:\Users\Mario\Anaconda3\envs\hf-datasets\lib\weakref.py", line 548, in __call__
    return info.func(*info.args, **(info.kwargs or {}))
  File "C:\Users\Mario\Anaconda3\envs\hf-datasets\lib\tempfile.py", line 799, in _cleanup
    _shutil.rmtree(name)
  File "C:\Users\Mario\Anaconda3\envs\hf-datasets\lib\shutil.py", line 500, in rmtree
    return _rmtree_unsafe(path, onerror)
  File "C:\Users\Mario\Anaconda3\envs\hf-datasets\lib\shutil.py", line 395, in _rmtree_unsafe
    onerror(os.unlink, fullname, sys.exc_info())
  File "C:\Users\Mario\Anaconda3\envs\hf-datasets\lib\shutil.py", line 393, in _rmtree_unsafe
    os.unlink(fullname)
PermissionError: [WinError 5] Access is denied: 'C:\\Users\\Mario\\AppData\\Local\\Temp\\tmp20epyhmq\\cache-87a87ffb5a956e68.arrow'
```