[Data] Support SaveMode for more write operations (ray-project#57946)

## Description

See  ray-project#57924

## Related issues
Fixes ray-project#57924

## Additional information
- [x] Verify by manual testing -> confirmed with example using
`write_numpy`

Signed-off-by: kyuds <kyuseung1016@gmail.com>
Signed-off-by: peterxcli <peterxcli@gmail.com>

Author: kyuds

python/ray/data/dataset.py

@@ -4372,6 +4372,7 @@ def write_tfrecords(
             open_stream_args=arrow_open_stream_args,
             filename_provider=filename_provider,
             dataset_uuid=self._uuid,
+            mode=mode,
         )
         self.write_datasink(
             datasink,
@@ -4469,6 +4470,7 @@ def write_webdataset(
             open_stream_args=arrow_open_stream_args,
             filename_provider=filename_provider,
             dataset_uuid=self._uuid,
+            mode=mode,
         )
         self.write_datasink(
             datasink,
@@ -4569,6 +4571,7 @@ def write_numpy(
             open_stream_args=arrow_open_stream_args,
             filename_provider=filename_provider,
             dataset_uuid=self._uuid,
+            mode=mode,
         )
         self.write_datasink(
             datasink,