PyArrow 'Memory mapping file failed: Cannot allocate memory' bug

### Describe the bug

Hello,

I've been struggling with a problem using Huggingface datasets caused by PyArrow memory allocation. I finally managed to solve it, and thought to document it since similar issues have been raised here before (https://github.com/huggingface/datasets/issues/5710, https://github.com/huggingface/datasets/issues/6176).

In my case, I was trying to load ~70k dataset files from disk using `datasets.load_from_disk(data_path)` (meaning 70k repeated calls to load_from_disk). This triggered an (uninformative) exception around 64k loaded files:
```
File "pyarrow/io.pxi", line 1053, in pyarrow.lib.memory_map
File "pyarrow/io.pxi", line 1000, in pyarrow.lib.MemoryMappedFile._open
File "pyarrow/error.pxi", line 154, in pyarrow.lib.pyarrow_internal_check_status
File "pyarrow/error.pxi", line 91, in pyarrow.lib.check_status
OSError: Memory mapping file failed: Cannot allocate memory
```
Despite system RAM usage being very low. After a lot of digging around, I discovered that my Ubuntu machine had a limit on the maximum number of memory mapped files in `/proc/sys/vm/max_map_count` set to 65530, which was causing my data loader to crash. Increasing the limit in the file (`echo | sudo tee /proc/sys/vm/max_map_count`) made the issue go away.

While this isn't a bug as such in either Datasets or PyArrow, this behavior can be very confusing to users. Maybe this should be mentioned in documentation? I suspect the other issues raised here about memory mapping OOM errors could actually be consequence of system configuration.

Br,
Lauri

### Steps to reproduce the bug

```
import numpy as np
import pyarrow as pa
import tqdm

# Write some data to disk
arr = pa.array(np.arange(100))
schema = pa.schema([
pa.field('nums', arr.type)
])
with pa.OSFile('arraydata.arrow', 'wb') as sink:
with pa.ipc.new_file(sink, schema=schema) as writer:
batch = pa.record_batch([arr], schema=schema)
writer.write(batch)

# Number of times to open the memory map
nums = 70000

# Read the data back
arrays = [pa.memory_map('arraydata.arrow', 'r') for _ in tqdm.tqdm(range(nums))]
```

### Expected behavior

No errors.

### Environment info

datasets: 2.18.0
pyarrow: 15.0.0