Fix pyfetch when there is a cors error. As pointed out by @ryanking13 in https://github.com/pyodide/pyodide/pull/2589#discussion_r878950933:
If `pyfetch` generates a cors error, it is thrown as a `JsException` rather than as an `OSError`.

### Checklists

- [x] Add a [CHANGELOG](https://github.com/pyodide/pyodide/blob/main/docs/project/changelog.md) entry
- [x] Add / update tests
