[GitHub] Add --fail to curl commands (#72238)

This means that if we try to download a missing file, we do not get a
document with the same file name, but containing only the http response
code.

```
$ curl -O -L --fail https://raw.githubusercontent.com/llvm/llvm-project/main/.github/workflows/not-a-file.py
  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed
  0     0    0     0    0     0      0      0 --:--:-- --:--:-- --:--:--     0
curl: (22) The requested URL returned error: 404
$ $?
22: command not found
```

Which will be less confusing than python complaining about the file
contents.