Reraise exception on failure to read mat file.

When loadmat cannot even open the requested file, rethrow the exception
raised by (the first) open() (which could be FileNotFoundError or
PermissionError) rather than wrap it in OSError.

Fixes #3700.
Keep pep8 happy.
Merge pull request #3708 from anntzer/loadmat-exceptions

BUG: io/matlab: reraise original exception on failure to read mat file in loadmat

When loadmat cannot even open the requested file, rethrow the exception
raised by (the first) open() (which could be FileNotFoundError or
PermissionError) rather than wrap it in OSError.