Ensure HTTPError.response is not None

The implementation of `HTTPError` in `requests` does not guarantee that
the `response` property will always be set. So we need to ensure it is
not `None` before looking for the return code, for example.

This also makes mypy checks pass again, as `types-request` was updated
in 2.31.0.9 to better match this particular aspect. See:
https://github.com/python/typeshed/pull/10875