Remove blobfile dep, load directly from URL

[arkadyark-cohere]

Following up on #1 - loading directly through urllib instead of Blobfile. Azure still tries to invoke credentials, even for a public file, and doesn't seem to work (for me at least). This was able to get the demo running for me.

Following what was done in https://github.com/openai/automated-interpretability/pull/15

cc @yuchenhe07