dummy data testing can't test datasets using `dl_manager.extract` in `_split_generators`
Hi :) 
In your dummy data zip file you can just have `subset000.xz` as directories instead of compressed files.
Let me know if it helps Thanks for your comment @lhoestq ,
Just for confirmation, changing dummy data like this won't make dummy test test the functionality to extract `subsetxxx.xz` but actually kind of circumvent it. But since we will test the real data so it is ok ? Yes it's fine for now. We plan to add a job for slow tests.
And at one point we'll also do another pass on the dummy data handling and consider extracting files. Thanks for the confirmation.
Also the suggestion works. Thank you.
Hi, I recently want to add a dataset whose source data is like this
```
openwebtext.tar.xz
  |__ openwebtext
         |__subset000.xz
         |     |__ ....txt
         |     |__ ....txt
         |     ...
         |__ subset001.xz
         |
         ....
```
So I wrote `openwebtext.py` like this
```
 def _split_generators(self, dl_manager):
        dl_dir = dl_manager.download_and_extract(_URL)
        owt_dir = os.path.join(dl_dir, 'openwebtext')
        subset_xzs = [
            os.path.join(owt_dir, file_name) for file_name in os.listdir(owt_dir) if file_name.endswith('xz') # filter out ...xz.lock
        ]
        ex_dirs = dl_manager.extract(subset_xzs, num_proc=round(os.cpu_count()*0.75))
        nested_txt_files = [ 
          [ 
            os.path.join(ex_dir,txt_file_name) for txt_file_name in os.listdir(ex_dir) if txt_file_name.endswith('txt')
          ] for ex_dir in ex_dirs
        ]
        txt_files = chain(*nested_txt_files)
        return [
            datasets.SplitGenerator(
                name=datasets.Split.TRAIN, gen_kwargs={"txt_files": txt_files}
            ),
        ]
```
All went good, I can load and use real openwebtext, except when I try to test with dummy data. The problem is  `MockDownloadManager.extract` do nothing, so `ex_dirs = dl_manager.extract(subset_xzs)` won't decompress `subset_xxx.xz`s for me.

How should I do ? Or you can modify `MockDownloadManager` to make it like a real `DownloadManager` ?