[v24.2.x] CORE-8082 cloud_io: add missing error handling to remote::download_object

[vbotbuildovich]

Backport #24059 to branch v24.2.x. This issue was created as a placeholder because the original PR's commit(s) could not be automatically cherry-picked.
Here are the commands to execute:

git checkout v24.2.x
git checkout -b manual-backport-24059-v24.2.x-793
git cherry-pick -x f3888315ad ad14537c81

git push origin manual-backport-24059-v24.2.x-793
gh pr create \
  --title "[v24.2.x] CORE-8082 cloud_io: add missing error handling to `remote::download_object`" \
  --base "v24.2.x" \
  --label "kind/backport" \
  --head "manual-backport-24059-v24.2.x-793" \
  --draft \
  --repo "redpanda-data/redpanda" \
  --milestone "v24.2.x-next" \
  --body "Backport of PR https://github.com/redpanda-data/redpanda/pull/24059 "