Fix load_from_disk temporary directory
`load_from_disk` uses `tempfile.TemporaryDirectory()` instead of our `get_temporary_cache_files_directory()` function. This can cause the temporary directory to be deleted before the dataset object is garbage collected.

In practice, it prevents anyone from using methods like `shuffle` on a dataset loaded this way, because it can't write the shuffled indices in a directory that doesn't exist anymore.

In this PR I switch to using `get_temporary_cache_files_directory()` and I update the tests.

cc @mariosasko since you worked on `get_temporary_cache_files_directory()`