Consider using "Sequence" instead of "List"
### Feature request

Hi, please consider using `Sequence` type annotation instead of `List` in function arguments such as in [`Dataset.from_parquet()`](https://github.com/huggingface/datasets/blob/main/src/datasets/arrow_dataset.py#L1088). It leads to type checking errors, see below.


**How to reproduce**
```py
list_of_filenames = ["foo.parquet", "bar.parquet"]
ds = Dataset.from_parquet(list_of_filenames)
```

**Expected mypy output:**
```
Success: no issues found
```

**Actual mypy output:**
```py
test.py:19: error: Argument 1 to "from_parquet" of "Dataset" has incompatible type "List[str]"; expected "Union[Union[str, bytes, PathLike[Any]], List[Union[str, bytes, PathLike[Any]]]]"  [arg-type]
test.py:19: note: "List" is invariant -- see https://mypy.readthedocs.io/en/stable/common_issues.html#variance
test.py:19: note: Consider using "Sequence" instead, which is covariant
```

**Env:** mypy 0.991, Python 3.10.0, datasets 2.7.1