utils.download() should report the url when a download fails

[grahamgower]

E.g. if a url cannot be found, the following error appears from the test suite.

Traceback (most recent call last):
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/site-packages/nose/suite.py", line 210, in run
    self.setUp()
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/site-packages/nose/suite.py", line 293, in setUp
    self.setupContext(ancestor)
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/site-packages/nose/suite.py", line 316, in setupContext
    try_run(context, names)
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/site-packages/nose/util.py", line 471, in try_run
    return func()
  File "/home/runner/work/stdpopsim/stdpopsim/tests/test_genetic_maps.py", line 37, in setUpModule
    utils.download(genetic_map.url, local_file)
  File "/home/runner/work/stdpopsim/stdpopsim/stdpopsim/utils.py", line 70, in download
    with urllib.request.urlopen(url, timeout=30) as f_in:
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/urllib/request.py", line 214, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/urllib/request.py", line 523, in open
    response = meth(req, response)
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/urllib/request.py", line 632, in http_response
    response = self.parent.error(
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/urllib/request.py", line 561, in error
    return self._call_chain(*args)
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/urllib/request.py", line 494, in _call_chain
    result = func(*args)
  File "/usr/share/miniconda/envs/stdpopsim/lib/python3.9/urllib/request.py", line 641, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 404: Not Found

Probably we should catch the exception in utils.download(), print the url, then reraise the exception. Or maybe there's a way to add information to an exception before reraising?