Drop usage of ARFF files in favor of parquet

[PGijsbers]

OpenML will deprecate the use of ARFF files in the near future, and at some point new datasets will not be available in ARFF files. I think this is a good reason to drop ARFF support altogether, as the format is in general not really used that much anymore.
Benefits of only using parquet is faster downloads, less disk space, and (for us) less code to maintain.