Jsonlines export error
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Thanks for reporting @TevenLeScao! I'm having a look... (not sure what just happened on the assignations sorry) For some reason this happens (both `datasets` version are on master) only on Python 3.6 and not Python 3.8. @TevenLeScao we are using `pandas` to serialize the dataset to JSON Lines. So it must be due to pandas. Could you please check the pandas version causing the issue? @TevenLeScao I have just checked it: this was a bug in `pandas` and it was fixed in version 1.2: https://github.com/pandas-dev/pandas/pull/36898 Thanks ! I'm creating a PR Well I though it was me who has taken on this issue... 😅  Sorry, I was also talking to teven offline so I already had the PR ready before noticing x) I was also already working in my PR... Nevermind. Next time we should pay attention if there is somebody (self-)assigned to an issue and if he/she is still working on it before overtaking it... 😄  The fix is available on `master` @TevenLeScao , thanks for reporting
## Describe the bug
When exporting large datasets in jsonlines (c4 in my case) the created file has an error every 9999 lines: the 9999th and 10000th are concatenated, thus breaking the jsonlines format. This sounds like it is related to batching, which is by 10000 by default

## Steps to reproduce the bug
This what I'm running:

in python:

```
from datasets import load_dataset
ptb = load_dataset("ptb_text_only")
ptb["train"].to_json("ptb.jsonl")
```

then out of python:

```
head -10000 ptb.jsonl
```

## Expected results
Properly separated lines

## Actual results
The last line is a concatenation of two lines

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->

- `datasets` version: 1.9.1.dev0
- Platform: Linux-5.4.0-1046-gcp-x86_64-with-Ubuntu-18.04-bionic
- Python version: 3.6.9
- PyArrow version: 4.0.1
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