We already have the feature-store to save all data, that’s why I don’t need to save it (just a reference of version of dataset).

that makes sense, so why don't you point to the feature store ?

I can have different steps of the pipeline running on different machines. But this is not my use case.

if they are running on the same machine you can basically return a path to the local storage or change the output_uri to the local storage, this will cause them to get serialized to the local machine's file system, wdyt?