Fix streaming zip files
Currently, streaming remote zip data files gives `FileNotFoundError` message:
```python
data_files = f"https://huggingface.co/datasets/albertvillanova/datasets-tests-compression/resolve/main/sample.zip"
ds = load_dataset("json", split="train", data_files=data_files, streaming=True)
next(iter(ds))
```

This PR fixes it by adding a glob string.

The corresponding test is implemented in PR #2786.