Support streaming for pubmed
This PR makes some minor changes to the `pubmed` dataset to allow for `streaming=True`. Fixes #3739.

Basically, I followed the C4 dataset which works in streaming mode as an example, and made the following changes:

* Change URL prefix from `ftp://` to `https://`
* Explicilty `open` the filename and pass the XML contents to `etree.fromstring(xml_str)`

The Github diff tool makes it look like the changes are larger than they are, sorry about that.

I tested locally and the `pubmed` dataset now works in both normal and streaming modes. There is some overhead at the start of each shard in streaming mode as building the XML tree online is quite slow (each pubmed .xml.gz file is ~20MB), but the overhead gets amortized over all the samples in the shard. On my laptop with a single CPU worker I am able to stream at about ~600 samples/s.