Use `rich` progress bars instead of `tqdm`

### 🚀 The feature, motivation and pitch

We're already using `rich`, and our `tqdm` story is kind of a mess at the moment. cc @dirkgr

We did this in `cached_path` already: https://github.com/allenai/cached_path/pull/94

### Alternatives

Just keep using `tqdm`, but try harder to clean it up.

### Additional context

_No response_