Cherry pick 42508 (#43601)

* fix test

* fix test.

python/paddle/distributed/fleet/utils/fs.py

@@ -842,8 +842,9 @@ class HDFSClient(FS):
         if self.is_file(fs_path):
             return self._try_download(fs_path, local_path)
         # download dir
-        _, all_filenames = self.ls_dir(fs_path)
-        all_files = [fs_path + i for i in all_filenames]
+        dirs, all_filenames = self.ls_dir(fs_path)
+        all_files = [fs_path + "/" + i for i in all_filenames]
+        all_files.extend([fs_path + "/" + i for i in dirs])
         procs = []
         for i in range(multi_processes):
             process_datas = self._split_files(all_files, i, multi_processes)