lib/curl/Request: move catch clause out of FinishHeaders

Let the caller decide what to do with the exception.

src/lib/curl/Request.hxx

@@ -115,7 +115,7 @@ private:
 	 */
 	void FreeEasy();
 
-	bool FinishHeaders();
+	void FinishHeaders();
 	void FinishBody();
 
 	size_t DataReceived(const void *ptr, size_t size);