[MNT] Fix race condition in OpenMLSplit._from_arff_file (#1656)

Fixes #1641

This PR adds separate temp directories per test in test_split.py to
avoid race conditions when running with multiple workers.

cc @geetu040  
I made this PR because I suspect #1643 is made by an OpenClaw bot.

Author: omkar-334

tests/test_tasks/test_split.py

@@ -20,7 +20,6 @@ class OpenMLSplitTest(TestBase):
     def setUp(self):
         __file__ = inspect.getfile(OpenMLSplitTest)
         self.directory = os.path.dirname(__file__)
-        # This is for dataset
         source_arff = (
             Path(self.directory).parent
             / "files"