Fix: Media Library insert from URL doesn't give a message when a URL check fails.

[DarkMatter-999]

Trac ticket: https://core.trac.wordpress.org/ticket/41349

This PR addresses an issue in the Media Library where users received no feedback when entering an invalid URL in the "Insert from URL" field. Previously, the input would simply fail silently.

Before

media-url.mov

After

media-url-fix.mov

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