Internal improvements to data module

[hakonanes]

Description of the change

• Add license notices to each dataset downloadable from the data module
• Simplify use of pooch
• Inform that data directories of previous versions aren't deleted automatically, both in the module doc and in the contributing guide
• Fix Errors in IO plugin tests using dask.keys() #509
• Update black version to 22.3.0 because of Incompatible with click 8.1.0 (ImportError: cannot import name '_unicodefun' from 'click') psf/black#2964

Addresses #514, which can be closed.

Progress of the PR

• Docstrings for all functions
• Unit tests with pytest for all lines
• Clean code style by running black via pre-commit

For reviewers

• The PR title is short, concise, and will make sense 1 year later.
• New functions are imported in corresponding __init__.py.
• New features, API changes, and deprecations are mentioned in the unreleased
  section in CHANGELOG.rst.
• New contributors are added to .all-contributorsrc and the table is regenerated.