I was recently helping out a new Emacs user with package installation¹,
and I found an interesting thing: if you put to `package-archives` a
URL without `https` prefix, download will fail. Long story short, the
reason turns out that `package-archives` also supports local paths,
which the URL being considered as. However, Emacs never prints a
message about that, even though such message exists in the code.
Instead it just says that download failed, leaving a user wondering
why.

That happens because (package--download-and-read-archives) ignores the
exception message, and always just prints generic failure message.

This code fixes this, so now the actual failure message will be
correctly shown.

1:
https://emacs.stackexchange.com/questions/82828/is-installing-deadgrep-fron-melpa-still-possible/82829#82829