Streaming dataset + interleave + DataLoader hangs with multiple workers
Same thing occurs when streaming files loaded from disk. Hi ! Thanks for reporting, could this be related to https://github.com/huggingface/datasets/issues/3950 ?

Currently streaming datasets only works in single process, but we're working on having in work in distributed setups as well :) (EDIT: done) Hi, thanks for your reply. It seems related :) +1 Please update `datasets` if you're having this issue. What version are you using ?
## Describe the bug
Interleaving multiple iterable datasets that use `load_dataset` on streaming mode hangs when passed to `torch.utils.data.DataLoader` with multiple workers.

## Steps to reproduce the bug
```python
from datasets import interleave_datasets, load_dataset
from torch.utils.data import DataLoader

en_dataset = load_dataset('oscar', "unshuffled_deduplicated_en", split='train', streaming=True)
fr_dataset = load_dataset('oscar', "unshuffled_deduplicated_fr", split='train', streaming=True)
it_dataset = load_dataset('oscar', "unshuffled_deduplicated_it", split='train', streaming=True)
de_dataset = load_dataset('oscar', "unshuffled_deduplicated_de", split='train', streaming=True)
multilingual_dataset = interleave_datasets([en_dataset, fr_dataset, de_dataset, it_dataset])
multilingual_dataset = multilingual_dataset.with_format('torch')

next(iter(multilingual_dataset))  # works fairly fast

dataloader = DataLoader(multilingual_dataset, batch_size=8, num_workers=4)
for batch in dataloader:
    print(len(batch))  # prints nothing after 30 min of waiting

dataloader = DataLoader(multilingual_dataset, batch_size=8, num_workers=0)
for batch in dataloader:
    print(len(batch))  # prints right away

```

## Expected results
It should be able to iterate the dataset with multiple workers.

## Actual results
Prints with results with `next(iter(multilingual_dataset)) ` and `num_workers=0`  but it prints nothing with `num_workers=4` or any number above 0.

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version: 2.0.1.dev0
- `pytorch` version: 1.10.0+cu113
- Python version: 3.7
- PyArrow version: 6.0.1
