Inconsistent Behavior Between `load_dataset` and `load_from_disk` When Loading Sharded Datasets

### Description

I encountered an inconsistency in behavior between `load_dataset` and `load_from_disk` when loading sharded datasets. Here is a minimal example to reproduce the issue:

#### Code 1: Using `load_dataset`
```python
from datasets import Dataset, load_dataset

# First save with max_shard_size=10
Dataset.from_dict({"id": range(1000)}).train_test_split(test_size=0.1).save_to_disk("my_sharded_datasetdict", max_shard_size=10)

# Second save with max_shard_size=10
Dataset.from_dict({"id": range(500)}).train_test_split(test_size=0.1).save_to_disk("my_sharded_datasetdict", max_shard_size=10)

# Load the DatasetDict
loaded_datasetdict = load_dataset("my_sharded_datasetdict")
print(loaded_datasetdict)
```
**Output**:
- `train` has 1350 samples.
- `test` has 150 samples.

#### Code 2: Using `load_from_disk`
```python
from datasets import Dataset, load_from_disk

# First save with max_shard_size=10
Dataset.from_dict({"id": range(1000)}).train_test_split(test_size=0.1).save_to_disk("my_sharded_datasetdict", max_shard_size=10)

# Second save with max_shard_size=10
Dataset.from_dict({"id": range(500)}).train_test_split(test_size=0.1).save_to_disk("my_sharded_datasetdict", max_shard_size=10)

# Load the DatasetDict
loaded_datasetdict = load_from_disk("my_sharded_datasetdict")
print(loaded_datasetdict)
```
**Output**:
- `train` has 450 samples.
- `test` has 50 samples.

### Expected Behavior
I expected both `load_dataset` and `load_from_disk` to load the same dataset, as they are pointing to the same directory. However, the results differ significantly:
- `load_dataset` seems to merge all shards, resulting in a combined dataset.
- `load_from_disk` only loads the last saved dataset, ignoring previous shards.

### Questions
1. Is this behavior intentional? If so, could you clarify the difference between `load_dataset` and `load_from_disk` in the documentation?
2. If this is not intentional, could this be considered a bug?
3. What is the recommended way to handle cases where multiple datasets are saved to the same directory?

Thank you for your time and effort in maintaining this great library! I look forward to your feedback.