Fix error handling bugs in url.py makedirs and download_url

[Mr-Neutr0n]

Summary

Fixes three related error handling bugs in recbole/utils/url.py:

1. makedirs() silently swallows real OS errors

The except clause has an inverted condition:

except OSError as e:
    if e.errno != errno.EEXIST and osp.isdir(path):
        raise e

This means when errno != EEXIST (e.g., PermissionError) and the path doesn't exist as a directory, the error is silently swallowed. The function returns successfully but the directory was never created, causing confusing failures downstream.

Fix: Replace with os.makedirs(exist_ok=True), which is the correct Python 3 approach and handles all edge cases properly.

2. download_url() bare except: catches KeyboardInterrupt

The bare except: clause catches KeyboardInterrupt and SystemExit, making it difficult to interrupt a long download with Ctrl+C — the user gets a generic RuntimeError("Stopped downloading due to interruption.") instead of a clean exit, and the original traceback is lost.

Fix: Use except Exception: and re-raise the original exception with raise to preserve the traceback.

3. download_url() leaks the URL connection

The ur.urlopen(url) response is never closed, leaking socket/file descriptors. This matters when download_url is called repeatedly or when an exception occurs mid-download.

Fix: Wrap the download logic in try/finally to ensure data.close() is always called.

Test plan

• Verify makedirs works for new directories
• Verify makedirs is a no-op for existing directories
• Verify makedirs raises on permission errors instead of silently failing
• Verify Ctrl+C during download propagates KeyboardInterrupt cleanly
• Verify download errors preserve the original exception traceback
• Verify URL connections are closed after download (success or failure)