Support for downloading only provided split
The docs for this PR live [here](https://moon-ci-docs.huggingface.co/docs/datasets/pr_5668). All of your documentation changes will be reflected on that endpoint. My previous comment didn't create the retro-link in the PR. I write it here again.

You can check the context and the discussions we had about this feature enhancement in this PR:
- #2249
We can pass split to `_split_generators()`.
But I'm not sure if it's possible to solve cache issues, mostly with `dataset_info.json`