Improve test coverage for streaming exceptions

[csvance]

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[codecov-commenter]

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Codecov Report

❌ Patch coverage is 71.42857% with 2 lines in your changes missing coverage. Please review.
✅ Project coverage is 76.36%. Comparing base (62edc62) to head (7b6a8a2).
⚠️ Report is 1 commits behind head on main.

Files with missing lines	Patch %	Lines
src/Curl.jl	33.33%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main      #61      +/-   ##
==========================================
+ Coverage   74.65%   76.36%   +1.71%     
==========================================
  Files           7        7              
  Lines         509      512       +3     
==========================================
+ Hits          380      391      +11     
+ Misses        129      121       -8     

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