text: Title: Datasetbuilder Local Download FileNotFoundError
  Body: ### Describe the bug
  
  So I was trying to download a dataset and save it as parquet and I follow the [tutorial](https://huggingface.co/docs/datasets/filesystems#download-and-prepare-a-dataset-into-a-cloud-storage) of Huggingface. However, during the excution I face a FileNotFoundError.
  
  I debug the code and it seems there is a bug there:
  So first it creates a .incomplete folder and before moving its contents the following code deletes the directory
  [Code](https://github.com/huggingface/datasets/blob/98fdc9e78e6d057ca66e58a37f49d6618aab8130/src/datasets/builder.py#L984)
  hence as a result I face with: 
  
  ``` FileNotFoundError: [Errno 2] No such file or directory: '~/data/Parquet/.incomplete '```
  
  ### Steps to reproduce the bug
  
  ```
  from datasets import load_dataset_builder
  from pathlib import Path
  
  parquet_dir = "~/data/Parquet/" 
  Path(parquet_dir).mkdir(parents=True, exist_ok=True)
  builder = load_dataset_builder(
      "rotten_tomatoes",
  )
  builder.download_and_prepare(parquet_dir, file_format="parquet")
  ```
  
  ### Expected behavior
  
  Downloads the files and saves as parquet
  
  ### Environment info
  
  Ubuntu,
  Python 3.10
  ```
  datasets 2.19.1
  ```