Order of dataset changes due to glob.glob.
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I agree using `glob.glob` alone is bad practice because it's not deterministic. Using `sorted` is a nice solution.

Note that the `xglob` function you are referring to in the `streaming_download_manager.py` code just extends `glob.glob` for URLs - we don't change its behavior. That's why it has no `sorted()`
## Describe the bug

After discussion with @lhoestq, just want to mention here that `glob.glob(...)` should always be used in combination with `sorted(...)` to make sure the list of files returned by `glob.glob(...)` doesn't change depending on the OS system. 

There are currently multiple datasets that use `glob.glob()` without making use of `sorted(...)` even the streaming download manager (if I'm not mistaken): 
https://github.com/huggingface/datasets/blob/c14bfeb4af89da14f870de5ddaa584b08aa08eeb/src/datasets/utils/streaming_download_manager.py#L483
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