If an HTTP error occurs during `west blobs fetch`, the response was written
to a file (even if the response body is empty), and then the checksum
validation fails, which can be somewhat confusing.
Add an immediate error message and exit-with-error-code when the HTTP
request fails.
Tested by modify a blob manifest to have an invalid URL:
```bash
# test with invalid URL
❯ west blobs fetch nrf_wifi
Fetching blob nrf_wifi: .../wifi_fw_bins/default/nrf70.bin
ERROR: HTTP error occurred: 404 Client Error: Not Found for url: ...
# test with networking disabled
❯ west blobs fetch nrf_wifi
Fetching blob nrf_wifi: .../wifi_fw_bins/default/nrf70.bin
ERROR: An error occurred: HTTPSConnectionPool(host='git.... \
Max retries exceeded with url: \
.../zzzz/nrf_wifi/bin/zephyr/default/nrf70.bin
...
```
Signed-off-by: Noah Pendleton <noah.pendleton@gmail.com>
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