Fix streaming zip files from canonical datasets

[albertvillanova]

Previous PR #2798 fixed streaming remote zip files when passing the parameter data_files.

However, that broke streaming zip files used in canonical datasets scripts, which normally have a subsequent join() (patched with xjoin()) after the StreamingDownloadManager.download_and_extract() is called.

This PR fixes this issue and allows streaming zip files both from:

• canonical datasets scripts and
• data files.