Clean up docstrings
_The documentation is not available anymore as the PR was closed or merged._ Thanks ! Let us know if we can help :)

Small pref for having multiple PRs Awesome, thanks! Sorry this one is a little big, I'll open some smaller ones next :)
As raised by @polinaeterna in #5324, some of the docstrings are a bit of a mess because it has both Markdown and Sphinx syntax. This PR fixes the docstring for `DatasetBuilder`. 

I'll start working on cleaning up the rest of the docstrings and removing the old Sphinx syntax (let me know if you prefer one big PR with all the cleaned changes or multiple smaller ones)! 🧼 