Loading from hf hub with clearer error message

### Feature request

Shouldn't this kinda work ?
```
Dataset.from_json("hf://datasets/HuggingFaceTB/eval_data/resolve/main/eval_data_context_and_answers.json")
```
I got an error
```
File ~/miniconda3/envs/datatrove/lib/python3.10/site-packages/datasets/data_files.py:380, in resolve_pattern(pattern, base_path, allowed_extensions, download_config)
378 if allowed_extensions is not None:
379 error_msg += f" with any supported extension {list(allowed_extensions)}"
--> 380 raise FileNotFoundError(error_msg)
381 return out

FileNotFoundError: Unable to find 'hf://datasets/HuggingFaceTB/eval_data/resolve/main/eval_data_context_and_answers.json'
(I'm logged in)
```

Fix: the correct path is
```
hf://datasets/HuggingFaceTB/eval_data/eval_data_context_and_answers.json
```

Proposal: raise a clearer error

### Motivation

Clearer error message

### Your contribution

Can open a PR