[CMake] Skip connection check if `fail-on-missing=ON`

[guitargeek]

The connection check only makes sense for fail-on-missing=OFF, where the result is used to decide whether to download a missing dependency as a builtin from the internet, or to disable the feature that has the missing dependency.

With fail-on-missing=ON, it doesn't matter because disabling features is not allowed. Therefore, we can skip the connection check to save some configuration overhead and just assume we have internet: if a builtin can't be downloaded there will be a configuration failure either way.

Closes #11603 without introducing an additional flag.

To be backported to 6.32, because it will improve the packaging of the release.

[github-actions[bot]]

Test Results

    10 files      10 suites   1d 21h 21m 36s :stopwatch:  2 635 tests  2 635 :white_check_mark: 0 :zzz: 0 :x: 24 868 runs  24 868 :white_check_mark: 0 :zzz: 0 :x:

Results for commit da32e955.

[guitargeek]

Closing the PR because the download errors are less informative than the existing errors conditional on the connectivity check, and they are less practical: they happen at build time instead of configuration time. Since this is a concern, we might as well go for the solution of optionally disabling the connectivity check.

I'll spin off the bugfix with the connection check for clad being at the wrong place to a separate PR.