Parquet downloading will fail after an system proxy

My run of "cargo run --example mnist-training" has error like:
```
Error: Api error: request error: https://huggingface.co/datasets/mnist/resolve/refs%2Fconvert%2Fparquet/mnist/test/0000.parquet: Network Error: timed out reading response
```
1. I have a network proxy to access huggingface
2. I could just wget the parquet file after using network proxy.
3. It seems the code just ignore my network proxy.

Use `cargo run --example mnist-training` and the Hugging Face parquet URL to reproduce the timeout with a system proxy enabled. Trace the download entry point used by the example and compare it with the successful proxied `wget`; done means the example can retrieve the parquet file through the proxy without timing out.

Written by the indexing model from the issue text.