Implementations shall use exceptions instead.

Use this function instead of CheckError() when we already know an
error has occurred.

Obsoleted by commit d4d4d621

This reduces overhead for two reasons:

1. calls to Remove() are non-blocking

2. RunDeferred() may work on large chunks at a time, reducing the
   number of RunDeferred() calls

There's no point in passing a LightSong reference here; the callee is
interested only in the URI.