Raise error during downloading

[fmassa]

More correctness fixes that appeared when running the tests in fb infra

[codecov-io]

Codecov Report

Merging #1013 into master will decrease coverage by 0.03%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #1013      +/-   ##
==========================================
- Coverage    63.3%   63.27%   -0.04%     
==========================================
  Files          65       65              
  Lines        5148     5149       +1     
  Branches      772      772              
==========================================
- Hits         3259     3258       -1     
  Misses       1667     1667              
- Partials      222      224       +2

Impacted Files	Coverage Δ
torchvision/datasets/utils.py	59.55% <100%> (+1.04%)	⬆️
torchvision/transforms/transforms.py	81.89% <0%> (-0.65%)	⬇️

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