AzureML needs to output the error status when communicating with the studio API

[singlis]

The API will output the http status code but not the response that comes from the service. For example, if I contact the service with an invalid experiment id I get the following:

Error in curl(x$DownloadLocation, handle = h, open = conn) : 
  HTTP error 404.**

But 404 can mean many different things -- not necessarily that the endpoint is not valid. The service will return a response that I think we should output to the user to tell them what is the real issue.