gh-57945: Document exceptions not wrapped by urlopen()

Exceptions raised while reading or parsing the HTTP response, such as
http.client.HTTPException subclasses and OSError subclasses like
TimeoutError, propagate from urlopen() without being wrapped in
URLError.  Document this, and that ValueError is raised for an invalid
URL.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

Author: orsenthil

Doc/library/urllib.request.rst

@@ -68,6 +68,16 @@ The :mod:`!urllib.request` module defines the following functions:
 
    Raises :exc:`~urllib.error.URLError` on protocol errors.
 
+   Exceptions raised while reading or parsing an HTTP response are not
+   wrapped in :exc:`~urllib.error.URLError` and propagate unchanged.
+   These include subclasses of :exc:`http.client.HTTPException`, such as
+   :exc:`~http.client.BadStatusLine` for a malformed status line, and
+   subclasses of :exc:`OSError`, such as :exc:`TimeoutError` if the server
+   does not respond within *timeout* seconds, or
+   :exc:`~http.client.RemoteDisconnected` if the server closes the
+   connection without sending a response.  :exc:`ValueError` is raised if
+   *url* is not a valid URL.
+
    Note that ``None`` may be returned if no handler handles the request (though
    the default installed global :class:`OpenerDirector` uses
    :class:`UnknownHandler` to ensure this never happens).