Pubmed xml download updates

[kkaris]

This PR updates the pubmed client with the following:

• The XML downloading process has been updated to allow more flexibility so that downstream usage can adopt the pubmed client's download process instead of implementing its own
• After testing parallel download, it was determined that a speedup of at least 2-4x was possible with a modest amount of 4 workers, which greatly reduces the time it takes to download the full XML dump from scratch. Because of this, the possibility to run downloads in parallel is added, with a default of serial download (i.e. max_workers=1).

[kkaris]

I'll look into the failing tests

[kkaris]

All the failing tests are related to the pmc_client getting 429 errors, which seems to be related to the updated/new PMC API. Fixing that might be out of scope for this PR.

Update Jun 25:
See #1509 for proposed fixes to this.