Unexpected cache behaviour using load_dataset
Hi ! Since `datasets` 3.x,  the `datasets` specific files are in `cache_dir=` and the HF files are cached using `huggingface_hub` and you can set its cache directory using the `HF_HOME` environment variable.

They are independent, for example you can delete the Hub cache (containing downloaded files) but still reload your cached datasets from the `datasets` cache (containing prepared datasets in Arrow format)
### Describe the bug

Following the (Cache management)[https://huggingface.co/docs/datasets/en/cache] docu and previous behaviour from datasets version 2.18.0, one is able to change the cache directory. Previously, all downloaded/extracted/etc files were found in this folder. As i have recently update to the latest version this is not the case anymore. Downloaded files are stored in `~/.cache/huggingface/hub`.
Providing the `cache_dir` argument in `load_dataset` the cache directory is created and there are some files but the bulk is still in `~/.cache/huggingface/hub`.

I believe this could be solved by adding the cache_dir argument [here](https://github.com/huggingface/datasets/blob/fdda5585ab18ea1292547f36c969d12c408ab842/src/datasets/utils/file_utils.py#L188)


### Steps to reproduce the bug

For example using https://huggingface.co/datasets/ashraq/esc50:
```python
from datasets import load_dataset
ds = load_dataset("ashraq/esc50", "default", cache_dir="~/custom/cache/path/esc50")
```


### Expected behavior

I would expect the bulk of files related to the dataset to be stored somewhere in `~/custom/cache/path/esc50`, but it seems they are in `~/.cache/huggingface/hub/datasets--ashraq--esc50`. 

### Environment info

- `datasets` version: 3.2.0
- Platform: Linux-5.14.0-503.15.1.el9_5.x86_64-x86_64-with-glibc2.34
- Python version: 3.10.14
- `huggingface_hub` version: 0.26.5
- PyArrow version: 17.0.0
- Pandas version: 2.2.2
- `fsspec` version: 2024.6.1