the nlp project was renamed to datasets over a year ago, so I’d suggest you install that package and let us know if you still have issues downloading the dataset.
It works on my side. Are you sure you haven’t created a directory with the name xnli (relative to your script) that is now interfering? What does print(os.path.exists("xnli")) return when you run it in your script?
To add to this with my experience. I faced a similar problem and deleting a folder named ‘xnli’ solved the issue. The ‘xnli’ folder was located within the same path as my python script.