Streaming Dataset behind Proxy - FileNotFoundError
### Describe the bug

When trying to stream a dataset i get the following error after a few minutes of waiting.

```
FileNotFoundError: https://huggingface.co/datasets/facebook/voxpopuli/resolve/main/data/n_files.json
If the repo is private or gated, make sure to log in with `huggingface-cli login`.
```

I have already set the proxy environment variables. Downloading a Dataset without streaming works as expected.
Still i suspect that this is connected to being behind a proxy.

Is there a way to set the proxy for streaming datasets? Possibly a keyword argument that gets passed to ffspec?

### Steps to reproduce the bug

This is the code i use.

```
import os
os.environ['http_proxy'] = "http://example.com:xxxx" 
os.environ['https_proxy'] = "http://example.com:xxxx" 


from datasets import load_dataset

ds = load_dataset("facebook/voxpopuli", name="de", streaming=True)
```

### Expected behavior

I would expect the streaming functionality to use the set proxy settings.

### Environment info


- `datasets` version: 2.13.0
- Platform: Linux-5.15.0-73-generic-x86_64-with-glibc2.35
- Python version: 3.10.11
- Huggingface_hub version: 0.15.1
- PyArrow version: 11.0.0
- Pandas version: 2.0.2
