Improve error reporting for unexpected HTTP errors

This was discovered by Ronnie Ridpath while helping to add support for
GitHub Enterprise:
http://librelist.com/browser//git.hub/2013/11/1/how-to-setup-with-github-enterprise/#4d0c4ad124b6f94b787aa2bead13c21e

When receiving a 404, the setup command didn't show any kind of error
output, because no GitHub error message was found in the reply body.