Excessive RAM Usage After Dataset Concatenation concatenate_datasets
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Adding a img from memray
https://gist.github.com/sam-hey/00c958f13fb0f7b54d17197fe353002f I'm having the same issue where concatenation seems to use a huge amount of RAM.

```python
# Load all chunks and concatenate them into a final dataset.
        chunk_datasets = [
            Dataset.load_from_disk(file, keep_in_memory=False)
            for file in tqdm(chunk_files, desc="Loading chunk datasets")
        ]
        logging.info("Concatenating chunk datasets...")
        final_dataset = concatenate_datasets(chunk_datasets)
```

This is a real issue for me as the final dataset is a few terabytes in size. I'm using datasets version `3.1.0`. Also tested with version `3.4.1` I did have a short look, the error seems to be from `memory_map` and the stream not being closed. 

https://github.com/huggingface/datasets/blob/5f8d2ad9a1b0bccfd962d998987228addfd5be9f/src/datasets/table.py#L48-L50


Did not have the time to test jet: https://github.com/sam-hey/datasets/tree/fix/concatenate_datasets

I will probably have a better look in a couple of days. 


### Describe the bug

When loading a dataset from disk, concatenating it, and starting the training process, the RAM usage progressively increases until the kernel terminates the process due to excessive memory consumption.

https://github.com/huggingface/datasets/issues/2276

### Steps to reproduce the bug

```python
from datasets import  DatasetDict, concatenate_datasets

dataset = DatasetDict.load_from_disk("data")

...
...

combined_dataset = concatenate_datasets(
        [dataset[split] for split in dataset]
    )

#start SentenceTransformer training
```

### Expected behavior

I would not expect RAM utilization to increase after concatenation. Removing the concatenation step resolves the issue

### Environment info

sentence-transformers==3.1.1
datasets==3.2.0

python3.10