datasets downloads and generates all splits, even though a single split is requested (for dataset with loading script)
Hi ! there has been some effort on allowing to download only a subset of splits in https://github.com/huggingface/datasets/pull/6832 but no one has been continuing this work so far. This would be a welcomed contribution though

Also note that loading script are often unoptimized, and we recommend using datasets in standard formats like Parquet instead.

Btw there is a CLI tool to convert a loading script to parquet:

```
datasets-cli convert_to_parquet <dataset-name> --trust_remote_code
``` Closing in favor of #6832 
### Describe the bug

`datasets` downloads and generates all splits, even though a single split is requested.  [This](https://huggingface.co/datasets/jordiae/exebench) is the dataset in question.  It uses a loading script.  I am not 100% sure that this is a bug, because maybe with loading scripts `datasets` must actually process all the splits?  But I thought loading scripts were designed to avoid this.

### Steps to reproduce the bug

See [this notebook](https://colab.research.google.com/drive/14kcXp_hgcdj-kIzK0bCG6taE-CLZPVvq?usp=sharing)

Or:
```python
from datasets import load_dataset
dataset = load_dataset('jordiae/exebench', split='test_synth', trust_remote_code=True)
```

### Expected behavior

I expected only the `test_synth` split to be downloaded and processed.

### Environment info

- `datasets` version: 3.5.1
- Platform: Linux-6.1.123+-x86_64-with-glibc2.35
- Python version: 3.11.12
- `huggingface_hub` version: 0.30.2
- PyArrow version: 18.1.0
- Pandas version: 2.2.2
- `fsspec` version: 2025.3.0