Add error message when download in download-package fails

* Currently we silently ignore the error, which can be difficult to
  debug as it only bubbles up later in the image build process

changelogs/unreleased/3970-docker-assets-download-package-should-fail-when-package-is-not-found.yml

+---
+title: Error during docker build on package download failure
+merge_request: 4641
+author:
+type: fixed

docker/assets/download-package

@@ -9,3 +9,9 @@ else
     # to authenticate to access it. Hence, we pass PRIVATE-TOKEN header.
     wget --quiet --header "PRIVATE-TOKEN: ${TRIGGER_PRIVATE_TOKEN}" ${DOWNLOAD_URL} -O /tmp/gitlab.deb
 fi
+
+results=$?
+if [ ${results} -ne 0 ]; then
+    >&2 echo "There was an error downloading ${DOWNLOAD_URL}. Please check the output for more information"
+    exit ${results}
+fi