[ENH] Allow change of OPENML_SKIP_PARAQUET_ENV_VAR config

[L-Agbaria]

Allowing the change of this environment variable would make the automatic download of arff format files much easier, as they currently act as backup if no paraquet file exists or the variable is "true".

[Jayant-kernel]

@L-Agbaria
Hi, I’d like to work on this.
I’ll look into making the Parquet-skip setting configurable and add tests for the ARFF fallback. Does that match what you had in mind?

[L-Agbaria]

Yes that would match exactly the intention, thank you.

[Jayant-kernel]

thanks
@L-Agbaria review the pr once free