iter_archive on zipfiles with better compression type check
Hello @lhoestq , thank you for your detailed answer on previous PR ! 
I made this new PR because I misused git on the previous one #3347.
Related issue #3272.

# Comments  : 

* For extension check I used the `_get_extraction_protocol` function in **download_manager.py** with a slight change and called it `_get_extraction_protocol_local`: 

**I removed this part :**
 ```python
    elif path.endswith(".tar.gz") or path.endswith(".tgz"):
        raise NotImplementedError(
            f"Extraction protocol for TAR archives like '{urlpath}' is not implemented in streaming mode. Please use `dl_manager.iter_archive` instead."
        )
```
**And also changed :** 
```diff
- extension = path.split(".")[-1]
+ extension = "tar" if path.endswith(".tar.gz") else path.split(".")[-1]
```
The reason for this is a compression like **.tar.gz** will be considered a **.gz** which is handled with **zipfile**, though **tar.gz** can only be opened using **tarfile**.

Please tell me if there's anything to change.

# Tasks : 
- [x] download_manager.py
- [x] streaming_download_manager.py 