Pubmed dataset not reachable
Hi @abhi-mosaic, thanks for reporting.

I'm looking at it...  also hitting this issue Hey @albertvillanova, sorry to reopen this... I can confirm that on `master` branch the dataset is downloadable now but it is still broken in streaming mode:

```python
 >>> import datasets
 >>> pubmed_train = datasets.load_dataset('pubmed', split='train', streaming=True)
 >>> next(iter(pubmed_train))
```
```
 No such file or directory: 'gzip://pubmed22n0001.xml::ftp://ftp.ncbi.nlm.nih.gov/pubmed/baseline/pubmed22n0001.xml.gz'
```
 Hi @abhi-mosaic, would you mind opening another issue for this new problem?

First issue (already solved) was a ConnectionError due to the yearly update release of PubMed: we fixed it by updating the URLs from year 2021 to year 2022.

However this is another problem: to make pubmed streamable. Please note that NOT all our datastes are streamable: we are making streamable more and more of them... but this is an on-going process...

Thanks.
## Describe the bug
Trying to use the `pubmed` dataset fails to reach / download the source files.

## Steps to reproduce the bug
```python
pubmed_train = datasets.load_dataset('pubmed', split='train')
```

## Expected results
Should begin downloading the pubmed dataset.

## Actual results
```
ConnectionError: Couldn't reach ftp://ftp.ncbi.nlm.nih.gov/pubmed/baseline/pubmed21n0865.xml.gz (InvalidSchema("No connection adapters were found for 'ftp://ftp.ncbi.nlm.nih.gov/pubmed/baseline/pubmed21n0865.xml.gz'"))
```

## Environment info
- `datasets` version: 1.18.2
- Platform: macOS-11.4-x86_64-i386-64bit
- Python version: 3.8.2
- PyArrow version: 6.0.0
