COLAB fetch_20newsgroups gets 403 from https://ndownloader.figshare.com/files/5975967 but OK with browser

### Describe the bug

COLAB 

```
fetch_20newsgroups (20news-bydate.tar.gz) gets 403 from https://ndownloader.figshare.com/files/5975967 [which is really https://s3-eu-west-1.amazonaws.com/pfigshare-u-files/5975967/20newsbydate.tar.gz].
```

It might be AWS are blocking Google Colab addresses.

```python
ARCHIVE = RemoteFileMetadata(
    filename="20news-bydate.tar.gz",
    url="https://ndownloader.figshare.com/files/5975967",
    checksum="8f1b2514ca22a5ade8fbb9cfa5727df95fa587f4c87b786e15c759fa66d95610",
)
XX = _fetch_remote(ARCHIVE)

import urllib
import requests
response = requests.get("https://ndownloader.figshare.com/files/5975967",headers=headers)
print (response.text)
```

### Steps/Code to Reproduce

```python
fetch_20newsgroups gets 403 from https://ndownloader.figshare.com/files/5975967

ARCHIVE = RemoteFileMetadata(
    filename="20news-bydate.tar.gz",
    url="https://ndownloader.figshare.com/files/5975967",
    checksum="8f1b2514ca22a5ade8fbb9cfa5727df95fa587f4c87b786e15c759fa66d95610",
)
XX = _fetch_remote(ARCHIVE)

import urllib
import requests
response = requests.get("https://ndownloader.figshare.com/files/5975967",headers=headers)
print (response.text)
```

### Expected Results

403 should not be presented

### Actual Results

<html>
<head><title>403 Forbidden</title></head>
<body>
<center><h1>403 Forbidden</h1></center>
</body>
</html>

### Versions

```shell
System:
    python: 3.10.12 (main, Nov 20 2023, 15:14:05) [GCC 11.4.0]
executable: /usr/bin/python3
   machine: Linux-6.1.85+-x86_64-with-glibc2.35

Python dependencies:
      sklearn: 1.2.2
          pip: 23.1.2
   setuptools: 67.7.2
        numpy: 1.25.2
        scipy: 1.11.4
       Cython: 3.0.10
       pandas: 2.0.3
   matplotlib: 3.7.1
       joblib: 1.4.2
threadpoolctl: 3.5.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: openblas
    num_threads: 2
         prefix: libopenblas
       filepath: /usr/local/lib/python3.10/dist-packages/numpy.libs/libopenblas64_p-r0-5007b62f.3.23.dev.so
        version: 0.3.23.dev
threading_layer: pthreads
   architecture: Haswell

       user_api: openmp
   internal_api: openmp
    num_threads: 2
         prefix: libgomp
       filepath: /usr/local/lib/python3.10/dist-packages/scikit_learn.libs/libgomp-a34b3233.so.1.0.0
        version: None

       user_api: blas
   internal_api: openblas
    num_threads: 2
         prefix: libopenblas
       filepath: /usr/local/lib/python3.10/dist-packages/scipy.libs/libopenblasp-r0-23e5df77.3.21.dev.so
        version: 0.3.21.dev
threading_layer: pthreads
   architecture: Haswell
```

COMMENT:
Hi Guillaume

Is must be that AWS is blocking the Colab IP or the HTTP Get header is missing something. The fact is started working on Friday morning then stopped again might suggest that there are multiple copies of the server, one of which is configured incorrectly.

Regards Conwyn
________________________________
From: Guillaume Lemaitre ***@***.***>
Sent: 15 June 2024 23:44
To: scikit-learn/scikit-learn ***@***.***>
Cc: Conwyn ***@***.***>; Author ***@***.***>
Subject: Re: [scikit-learn/scikit-learn] COLAB fetch_20newsgroups gets 403 from https://ndownloader.figshare.com/files/5975967 but OK with browser (Issue #29271)


Duplicate of #28297<https://github.com/scikit-learn/scikit-learn/issues/28297>

I'll close to have a single issue to track the problem

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Labels: Bug, Needs Triage