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