Use logging instead of printing to console
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Actually upon closer inspection, it is documented in the code that this behavior is intentional, so I'll close this.
### Describe the bug

Some logs ([here](https://github.com/huggingface/datasets/blob/4a6e1fe2735505efc7e3a3dbd3e1835da0702575/src/datasets/builder.py#L778), [here](https://github.com/huggingface/datasets/blob/4a6e1fe2735505efc7e3a3dbd3e1835da0702575/src/datasets/builder.py#L786), and [here](https://github.com/huggingface/datasets/blob/4a6e1fe2735505efc7e3a3dbd3e1835da0702575/src/datasets/builder.py#L830)) generated by the `DatasetBuilder` are printed to the console instead of passed to `datasets` logger.


### Steps to reproduce the bug

```python
>> import datasets

>> datasets.load_dataset("some-dataset")

Downloading and preparing dataset csv/data to <path>...
Downloading data files: 100%|██████████████████████████████████████████████████████████████████████████| 3/3 [00:00<00:00, 7729.06it/s]
Extracting data files: 100%|████████████████████████████████████████████████████████████████████████████| 3/3 [00:00<00:00, 527.23it/s]
Dataset csv downloaded and prepared to <path>. Subsequent calls will reuse this data.
```

### Expected behavior

The logs should not be printed to the console directly but passed to the logger so that the user can redirect them wherever he wants.

### Environment info

- `datasets` version: 2.6.1
- Platform: macOS-13.0-x86_64-i386-64bit
- Python version: 3.9.15
- PyArrow version: 10.0.0
- Pandas version: 1.5.1
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