Dummy data nowhere to be found
## Describe the bug
To finalize my dataset, I wanted to create dummy data as per the guide and I ran 

```shell
 datasets-cli dummy_data datasets/hebban-reviews --auto_generate
```

where hebban-reviews is [this repo](https://huggingface.co/datasets/BramVanroy/hebban-reviews). And even though the scripts runs and shows a message at the end that it succeeded, I cannot find the dummy data anywhere. Where is it?

## Expected results

To see the dummy data in the datasets' folder or in the folder where I ran the command.

## Actual results

I see the following message but I cannot find the dummy data anywhere.

```
Dummy data generation done and dummy data test succeeded for config 'filtered''.
Automatic dummy data generation succeeded for all configs of '.\datasets\hebban-reviews\'
```

## Environment info
- `datasets` version: 2.4.1.dev0
- Platform: Windows-10-10.0.19041-SP0
- Python version: 3.8.8
- PyArrow version: 8.0.0
- Pandas version: 1.4.3

