SNOW-985356 Do not start chunk downloader when first batch causes error

[sfc-gh-pfus]

Description

When error occurred when parsing first arrow batch, the error was just swallowed and empty struct was returned. This caused that when the struct was used, caused panic on nil field access.

Checklist

• Code compiles correctly
• Run make fmt to fix inconsistent formats
• Run make lint to get lint errors and fix all of them
• Created tests which fail without the change (if possible)
• All tests passing
• Extended the README / documentation, if necessary

[codecov]

Codecov Report

Attention: 2 lines in your changes are missing coverage. Please review.

Comparison is base (e799467) 82.79% compared to head (3d4a605) 82.83%.
Report is 1 commits behind head on master.

Files	Patch %	Lines
chunk_downloader.go	75.00%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #993      +/-   ##
==========================================
+ Coverage   82.79%   82.83%   +0.04%     
==========================================
  Files          50       50              
  Lines        9687     9698      +11     
==========================================
+ Hits         8020     8033      +13     
+ Misses       1667     1665       -2     

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