adding progress bar / ETA for `load_dataset`
Is this done now? I see progress bars when using `load_dataset`. There are progress bars when downloading data and when preparing them as Arrow files.

The "total silence" part mentioned in OP refer to checksums verifications which have had some changes in the latest release 2.10:
- they're disabled by default (other less costly verifications are still done like checking the generated dataset size)
- they're using a tqdm bar as well
Please consider:
```
Downloading and preparing dataset oscar/unshuffled_deduplicated_en (download: 462.40 GiB, generated: 1.18 TiB, post-processed: Unknown size, total: 1.63 TiB) to cache/oscar/unshuffled_deduplicated_en/1.0.0/84838bd49d2295f62008383b05620571535451d84545037bb94d6f3501651df2...
HF google storage unreachable. Downloading and preparing it from source
```
and no indication whatsoever of whether things work well or when it'll be done. It's important to have an estimated completion time for when doing slurm jobs since some instances have a cap on run-time.

I think for this particular job it sat for 30min in total silence and then after 30min it started generating:
```
897850 examples [07:24, 10286.71 examples/s]
```
which is already great!

Request: 
1. ETA - knowing how many hours to allocate for a slurm job
2. progress bar - helps to know things are working and aren't stuck and where we are at.

Thank you!

@lhoestq 
