Fix multiprocessing in map_nested 
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_The documentation is not available anymore as the PR was closed or merged._ @lhoestq as a workaround to preserve previous behavior, the parameter `multiprocessing_min_length=16` is passed from `download` to `map_nested`, so that multiprocessing is only used if at least 16 files to be downloaded.

Note that there is a small breaking change (I think previously it was unintended behavior, so that I have fixed it):
- Before (with default `num_proc=16`) if there were 16 files to be downloaded, multiprocessing was not used
- Now (with default `num_proc=16`) if there are 16 files to be downloaded, multiprocessing is used Thanks for the workaround !
As previously discussed:

Before, multiprocessing was not used in `map_nested` if `num_proc` was greater than or equal to `len(iterable)`.
- Multiprocessing was not used e.g. when passing `num_proc=20` but having 19 files to download
- As by default, `DownloadManager` sets `num_proc=16`, before multiprocessing was only used when `len(iterable)>16` by default

Now, if `num_proc` is greater than or equal to ``len(iterable)``, `num_proc` is set to ``len(iterable)`` and multiprocessing is used.
- We pass the variable `parallel_min_length=16`, so that multiprocessing is only used if at least 16 files to be downloaded
- ~As by default, `DownloadManager` sets `num_proc=16`, now multiprocessing is used when `len(iterable)>1` by default~

See discussion below.

~After having had to fix some tests (87602ac), I am wondering:~
- ~do we want to have multiprocessing by default?~
  - ~please note that `DownloadManager.download` sets `num_proc=16` by default~
- ~or would it be better to ask the user to set it explicitly if they want multiprocessing (and default to `num_proc=1`)?~

Fix #4636.

CC: @nateraw 
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