Silenced error while downloading pretrained model
# 🐛 Bug

Currently, if user failed to download a model, they will receive uninformative and confusing message (see #5787). This is most hurting for users behind a proxy. This happens because of this [line](https://github.com/huggingface/transformers/blob/0533cf470659b97c6279bd04f65536a1ec88404a/src/transformers/file_utils.py#L681). My opinion is that there should be at least a warning, and if `force_download` is `True`, then error should be raised. I can make a PR if you agree with that.

This sounds reasonable<|||||>This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.
