Improve error message for missing pacakges from inside dataset script
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_The documentation is not available anymore as the PR was closed or merged._ I opened a PR before I noticed yours ^^' You can find it here: https://github.com/huggingface/datasets/pull/4484

The only comment I have regarding your message is that it possibly shows several `pip install` commands, whereas one can run one single `pip install` command with the list of missing dependencies, which is maybe simpler.

Let me know which one your prefer Closing in favor of #4484. 
Improve the error message for missing packages from inside a dataset script:

With this change, the error message for missing packages for `bigbench` looks as follows:
```
ImportError: To be able to use bigbench, you need to install the following dependencies:
        - 'bigbench' using 'pip install "bigbench @ https://storage.googleapis.com/public_research_data/bigbench/bigbench-0.0.1.tar.gz"'
```

And this is how it looked before:
```
ImportError: To be able to use bigbench, you need to install the following dependencies['bigbench', 'bigbench', 'bigbench', 'bigbench'] using 'pip install "bigbench @ https://storage.googleapis.com/public_research_data/bigbench/bigbench-0.0.1.tar.gz" bigbench bigbench bigbench' for instance'
```
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