Fix stream oscar
One additional note: if we can try to not change the code of oscar.py too often, I'm sure users that have it in their cache directory will be happy to not have to redownload it every time they update the library ;)

(since changing the code changes the cache directory of the dataset) I don't think this is confusing for users because users don't even know we have patched `open`. The only thing users care is that if the pass `streaming=True`, they want to be able to load the dataset in streaming mode.

I don't see any other dataset where patching `open` with `fsspec.open`+`compression` is an "underlying issue". Are there other datasets where this is an issue?

The only dataset where this was an issue is in oscar and the issue is indeed due to the additional `open` you added inside `zip.open`. Closing this one since https://github.com/huggingface/datasets/pull/2822 reverted the change of behavior of `open`
Previously, an additional `open` was added to oscar to make it stream-compatible: 587bbb94e891b22863b312b99696e32708c379f4.

This was argued that might be problematic: https://github.com/huggingface/datasets/pull/2786#discussion_r690045921

This PR:
- removes that additional `open`
- patches `gzip.open` with `xopen` + `compression="gzip"`