HTTP errors are often interpreted to the user as a file format error - and FileNotFound errors are not propagated from Web or Local file import

This happens particularly when opening a file from command line.
FileParse.parse(...) turns all exceptions, including HTTP fetching errors, into an IOException, which is then interpreted by IdentifyFile.identify(String, DataSourceType) to mean and throw a FileFormatException.
This results in HTTP errors that throw (e.g.) a FileNotFoundException to generate an error message saying the URL format isn't recognised, when in fact the URL was incorrect or the server gave an error.