Avoid displaying "failed to download" on build failures for local source distributions (#6075)
Especially with workspace members (e.g., [this new test
case](https://github.com/astral-sh/uv/pull/6073/files#diff-273076013b4f5a8139defd5dcd24f5d1eb91c0266dceb4448fdeddceb79f7738R1377-R1379)),
I find it very confusing that we say we failed to download these
distributions.