More specific write access message

[ethanglaser]

Associated with task: Fix sklearnex_bench errors if DATASETSROOT is not writeable

• Functionally, the code should already be working as intended - a warning is raised because the path is not writeable, therefore it writes to local path instead. The existing exception is broader so it makes it seem like a problem. Solution is to add a more specific exception for the case where the error is permission denied/not writeable and raise a more specific message. In both cases it's a warning and functionally the same.

[ethanglaser]

http://intel-ci.intel.com/ee943eff-2a76-f100-9ac0-a4bf010d0e2e

[Alexsandruss]

Not relevant after refactoring. New caching scheme requires write access.