[datafeed parser] fix retrieve_url to always return urllib2.urlopen compatible output
as one should expect to be able to call geturl/getcode/info on the returned
object whatever the url he gave.
Related to #3682069
[datafeed] Allow to override use_cwuri_as_url in configuration of a datafeed source
This is necessary because in some case one will want to write parser which
create entities not one-to-one related to entities from the distant source (for
instance see the `vcrs` cube which create entities holding statistics for code
review, while not importing review entities themselves).
Ideally we should provide a way to the parser to indicate the source that cwuri
should not be used, but that's a start...
Closes #3670210