FileNotFoundError when passing a data_file inside a directory starting with double underscores
Bug experienced in the `accelerate` CI: https://github.com/huggingface/accelerate/runs/7016055148?check_suite_focus=true

This is related to https://github.com/huggingface/datasets/pull/4505 and the changes from https://github.com/huggingface/datasets/pull/4412