Fix stream oscar
Previously, an additional `open` was added to oscar to make it stream-compatible: 587bbb94e891b22863b312b99696e32708c379f4.

This was argued that might be problematic: https://github.com/huggingface/datasets/pull/2786#discussion_r690045921

This PR:
- removes that additional `open`
- patches `gzip.open` with `xopen` + `compression="gzip"`