[Data][Docs] Standardize "Consuming Data" references (ray-project#37007)

This PR standardizes API references listed under "Consuming Data".

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Signed-off-by: Balaji Veeramani <balaji@anyscale.com>
Signed-off-by: Balaji Veeramani <bveeramani@berkeley.edu>
Co-authored-by: angelinalg <122562471+angelinalg@users.noreply.github.com>