Streaming for the Json loader
It was not using `open` in the builder. Therefore `pyarrow.json.read_json` was downloading the full file to start yielding rows.

Moreover, it appeared that `pyarrow.json.read_json` was not really suited for streaming as it was downloading too much data and failing if `block_size` was not properly configured (related to #2573).

So I switched to using `open` which is extended to support reading from remote file progressively, and I removed the pyarrow json reader which was not practical.
Instead, I'm using the classical `json.loads` from the standard library.