[Feature Request]: Support for JSONL files

[rincon-santi]

Description

Provide support to JSONL file collections as primary datasets.

Current Behavior

Only CSV and Parquet files are supported.

Desired Behavior

Support to JSONL file collections is added.

Benefits

JSONL file collections are an usual format for primary, non-compressed data sources, and it would avoid having glue code between file infrastructure and feature form

Possible Implementation

No response

Additional Context

No response