Fix ParallelStreamingDataset with resume=True not resuming after loading a state dict when breaking early

[philgzl]

Before submitting

• Was this discussed/agreed via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?

What does this PR do?

Fixes #770.

PR review

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[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 80%. Comparing base (4195db0) to head (1d56789).

Additional details and impacted files

@@         Coverage Diff         @@
##           main   #771   +/-   ##
===================================
  Coverage    80%    80%           
===================================
  Files        52     52           
  Lines      7348   7350    +2     
===================================
+ Hits       5891   5895    +4     
+ Misses     1457   1455    -2     

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