Stabilize the data unit tests

[jkamalu]

This PR makes a few changes to address potential sources of instability/error in the data unit tests.

1. The unit tests touched in this PR only need to be run on a single process, so in the multi-rank setting, we only do the work on one rank and return early on all others
2. We revert to making an attempt to find test tokenizer vocab and merge files locally before downloading them from the web
3. We fix the local path for the BERT vocab file
4. We standardize somewhat the object storage client spoofing

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[jkamalu]

/ok to test e485838

[jkamalu]

/ok to test

[copy-pr-bot]

/ok to test

@jkamalu, there was an error processing your request: E1

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[jkamalu]

/ok to test d1f3558

[Phlip79]

We are changing our review process and marking all open, unlabeled PRs as draft. This change will go in effect starting once #3659 is merged.

Moving forward, all PRs will be required to start as draft PRs. If you wish to get your PR merged, mark your PR as “Ready for review”. Read more about the new process at submit.md.