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

#!/usr/bin/env python

from setuptools import find_packages, setup

setup(
    name="micropip",
    version="0.1",
    description="A small version of pip for running in pyodide",
    author="Michael Droettboom",
    author_email="mdroettboom@mozilla.com",
    url="https://github.com/pyodide/pyodide",
    packages=find_packages(
        where=".",
    ),
)

#!/usr/bin/env python

from setuptools import find_packages, setup

setup(
    name="micropip",
    version="0.1",
    description="A small version of pip for running in pyodide",
    author="Michael Droettboom",
    author_email="mdroettboom@mozilla.com",
    url="https://github.com/pyodide/pyodide",
    packages=find_packages(
        where=".",
    ),
)
