load_dataset cannot download the data and hangs on forever if cache dir specified
## Describe the bug
After updating datasets, a code that ran just fine for ages began to fail. Specifying _datasets.load_dataset_'s _cache_dir_ optional argument on Windows 10 machine results in data download to hang on forever. Same call without cache_dir works just fine. Surprisingly exact same code just runs perfectly fine on Linux docker instance running in cloud.

Unfortunately I updated Windows also at the same time and I can't remember which version of datasets was running in my conda environment prior to the update otherwise I would have tried both to check this out.  :(

## Steps to reproduce the bug
```python
# Sample code to reproduce the bug
```
cache_dir = 'c:/data/datasets'
dataset = load_dataset('wikipedia', '20200501.en', split='train',cache_dir=cache_dir) 
```
Note that exact same code without specifying _cache_dir_ argument works perfectly fine.
```
cache_dir = 'c:/data/datasets'
dataset = load_dataset('wikipedia', '20200501.en', split='train') 
```

## Expected results
Downloads the dataset and cache is handled in the _cache_dir_ directory
## Actual results
Data download keeps hanging on forever, **NO TRACEBACK**!

## Environment info
- `datasets` version: 1.12.1
- Platform: Windows-10-10.0.19042-SP0
- Python version: 3.8.11
- PyArrow version: 3.0.0
