[FEA] Support filesystem in more I/O paths (to_parquet etc)

[praateekmahajan]

Is your feature request related to a problem? Please describe.
read_parquet offers both filesystem and storage_options as an option while to_parquet only has storage_options.
If we can standardize that'll be neat (for e.g. to_json(lines=True), to_parquet(...), read_json(, lines=True))

Describe the solution you'd like
A clear and concise description of what you want to happen.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
Add any other context, code examples, or references to existing implementations about the feature request here.