Let OnHeaders() check the status.

The status checking code was added by commit 4f021cbc in 2011,
but in 2008, commit a8e81326 enabled `CURLOPT_FAILONERROR`, which
means the status checking code never had any effect.

This allows `LoadExcludeListOrLog()` to hide boring "404 Not Found"
log messages via `IsFileNotFound()`.