Add `--merge-pull-request` option for `convert_to_parquet`
This is ready for a review, happy to make any changes. The main question for maintainers is how this should interact with #7555. If my suggestion there is accepted, this PR can be kept as is. If not, more changes are required to merge all the PR parts. Closing since convert to parquet has been removed... https://github.com/huggingface/datasets/pull/7592#issuecomment-3073053138
Closes #7527 

Note that this implementation **will only merge the last PR in the case that they get split up by `push_to_hub`**. See https://github.com/huggingface/datasets/discussions/7555 for more details.