[ENH] Make Parquet downloads configurable

[Jayant-kernel]

Metadata

• Reference Issue: Fixes [ENH] Allow change of OPENML_SKIP_PARAQUET_ENV_VAR config #1743
• New Tests Added: Yes
• Documentation Updated: No
• Change Log Entry: Make Parquet downloads configurable

Details

This adds a persistent skip_parquet configuration option for dataset downloads. When enabled, datasets use the ARFF download path even when a Parquet URL is available.

The existing OPENML_SKIP_PARQUET environment variable remains supported. Both dataset download paths now use the same configuration check so the behaviour is consistent.

Tests cover loading skip_parquet from the config file and confirm that the dataset download path skips Parquet and falls back to ARFF when the option is enabled.

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 81.33%. Comparing base (fabbc28) to head (b9c36a4).

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1752      +/-   ##
==========================================
- Coverage   81.50%   81.33%   -0.18%     
==========================================
  Files          63       63              
  Lines        5240     5239       -1     
==========================================
- Hits         4271     4261      -10     
- Misses        969      978       +9     

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