Added cache dirs to load and file_utils
hi ! the `hf_hub_download` cache_dir is a different cache directory than the one for `datasets`.

`hf_hub_download` uses the `huggingface_hub` cache which is located in by default in `~/.cache/huggingface/hub`, while `datasets` uses a different cache for Arrow files and map() results `~/.cache/huggingface/datasets` Is there a way to change the default cache directory for both of these on calling load_dataset? Currently, cache_dir makes dealing with where I want files to go a bit confusing as the documentation doesn't mention it only relocates.../datasets and not .../hub. You can set `HF_HOME` which is the common parent directory for those two caches. Or individually `HF_DATASETS_CACHE` and `HF_HUB_CACHE` Got it. Can this be added to the documentation for load_dataset and related functions to avoid confusion with cache_dir? done in https://github.com/huggingface/datasets/pull/7532 :)
When adding "cache_dir" to datasets.load_dataset, the cache_dir gets lost in the function calls, changing the cache dir to the default path. This fixes a few of these instances.