Error loading natural_questions
### Describe the bug

When try to load natural_questions through datasets == 2.12.0 with python == 3.8.9:

```python
import datasets
datasets.load_dataset('natural_questions',beam_runner='DirectRunner')
```

It failed with following info:

`pyarrow.lib.ArrowNotImplementedError: Nested data conversions not implemented for chunked array outputs`

### Steps to reproduce the bug

In python console:

```python
import datasets
datasets.load_dataset('natural_questions',beam_runner='DirectRunner')
```

Then the trace is:

```
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/nlp/.cache/pypoetry/virtualenvs/drg-W3LF4Ol9-py3.8/lib/python3.8/site-packages/datasets/load.py", line 1797, in load_dataset
    builder_instance.download_and_prepare(
  File "/home/nlp/.cache/pypoetry/virtualenvs/drg-W3LF4Ol9-py3.8/lib/python3.8/site-packages/datasets/builder.py", line 890, in download_and_prepare
    self._download_and_prepare(
  File "/home/nlp/.cache/pypoetry/virtualenvs/drg-W3LF4Ol9-py3.8/lib/python3.8/site-packages/datasets/builder.py", line 2019, in _download_and_prepare
    num_examples, num_bytes = beam_writer.finalize(metrics.query(m_filter))
  File "/home/nlp/.cache/pypoetry/virtualenvs/drg-W3LF4Ol9-py3.8/lib/python3.8/site-packages/datasets/arrow_writer.py", line 694, in finalize
    shard_num_bytes, _ = parquet_to_arrow(source, destination)
  File "/home/nlp/.cache/pypoetry/virtualenvs/drg-W3LF4Ol9-py3.8/lib/python3.8/site-packages/datasets/arrow_writer.py", line 737, in parquet_to_arrow
    for record_batch in parquet_file.iter_batches():
  File "pyarrow/_parquet.pyx", line 1323, in iter_batches
  File "pyarrow/error.pxi", line 121, in pyarrow.lib.check_status
pyarrow.lib.ArrowNotImplementedError: Nested data conversions not implemented for chunked array outputs
```

### Expected behavior

load natural_question questions

### Environment info

```
- `datasets` version: 2.12.0
- Platform: Linux-3.10.0-1160.42.2.el7.x86_64-x86_64-with-glibc2.2.5
- Python version: 3.8.9
- Huggingface_hub version: 0.14.1
- PyArrow version: 11.0.0
- Pandas version: 2.0.1
```