load_from_disk and save_to_disk are not compatible with each other
Hi,

`load_dataset` returns an instance of `DatasetDict` if `split` is not specified, so instead of `Dataset.load_from_disk`, use `DatasetDict.load_from_disk` to load the dataset from disk.
## Describe the bug
load_from_disk and save_to_disk are not compatible. When I use save_to_disk to save a dataset to disk it works perfectly but given the same directory load_from_disk throws an error that it can't find state.json. looks like the load_from_disk only works on one split

## Steps to reproduce the bug
```python
from datasets import load_dataset
dataset = load_dataset("art")
dataset.save_to_disk("mydir")
d = Dataset.load_from_disk("mydir")
```

## Expected results
It is expected that these two functions be the reverse of each other without more manipulation

## Actual results
FileNotFoundError: [Errno 2] No such file or directory: 'mydir/art/state.json'

## Environment info
- `datasets` version: 1.6.2
- Platform: Linux-5.4.0-73-generic-x86_64-with-Ubuntu-18.04-bionic
- Python version: 3.7.10
- PyTorch version (GPU?): 1.8.1+cu102 (True)
- Tensorflow version (GPU?): not installed (NA)
- Using GPU in script?: <fill in>
- Using distributed or parallel set-up in script?: <fill in>


load_from_disk and save_to_disk are not compatible with each other 
 ## Describe the bug
load_from_disk and save_to_disk are not compatible. When I use save_to_disk to save a dataset to disk it works perfectly but given the same directory load_from_disk throws an error that it can't find state.json. looks like the load_from_disk only works on one split

## Steps to reproduce the bug
```python
from datasets import load_dataset
dataset = load_dataset("art")
dataset.save_to_disk("mydir")
d = Dataset.load_from_disk("mydir")
```

## Expected results
It is expected that these two functions be the reverse of each other without more manipulation

## Actual results
FileNotFoundError: [Errno 2] No such file or directory: 'mydir/art/state.json'

## Environment info
- `datasets` version: 1.6.2
- Platform: Linux-5.4.0-73-generic-x86_64-with-Ubuntu-18.04-bionic
- Python version: 3.7.10
- PyTorch version (GPU?): 1.8.1+cu102 (True)
- Tensorflow version (GPU?): not installed (NA)
- Using GPU in script?: <fill in>
- Using distributed or parallel set-up in script?: <fill in>

 
 Hi,

`load_dataset` returns an instance of `DatasetDict` if `split` is not specified, so instead of `Dataset.load_from_disk`, use `DatasetDict.load_from_disk` to load the dataset from disk.