Use `rich` progress bars instead of `tqdm`

[epwalsh]

🚀 The feature, motivation and pitch

We're already using rich, and our tqdm story is kind of a mess at the moment. cc @dirkgr

We did this in cached_path already: https://github.com/allenai/cached_path/pull/94

Alternatives

Just keep using tqdm, but try harder to clean it up.

Additional context

No response