Restore saved format state in `load_from_disk`
Hello! @mariosasko 

This pull request relates to issue #5050 and intends to add the format to datasets loaded from disk. 
All I did was add a set_format in the Dataset.load_from_disk, as DatasetDict.load_from_disk relies on the first.

I don't know if I should add a test and where, so let me know if I should and I can work on that as well!
