Update WebClient to HttpClient implementations for downloading (WIP)

[rgesteve]

We are excited to review your PR.

So we can do the best job, please check:

• There's a descriptive title that will make sense to other developers some time from now.
• There's associated issues. All PR's should have issue(s) associated - unless a trivial self-evident change such as fixing a typo. You can use the format Fixes #nnnn in your description to cause GitHub to automatically close the issue(s) when your PR is merged.
• Your change description explains what the change does, why you chose your approach, and anything else that reviewers should know.
• You have included any necessary tests in the same PR.

WebClient marked as obsolete.

This is the first file (of at least three) that requires similar changes.

[codecov]

Codecov Report

Merging #6476 (f33004a) into main (42788c4) will decrease coverage by 0.00%.
The diff coverage is n/a.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #6476      +/-   ##
==========================================
- Coverage   68.57%   68.57%   -0.01%     
==========================================
  Files        1171     1171              
  Lines      247197   247197              
  Branches    25799    25799              
==========================================
- Hits       169515   169510       -5     
- Misses      70959    70961       +2     
- Partials     6723     6726       +3     

Flag	Coverage Δ
Debug	68.57% <ø> (-0.01%)	⬇️
production	62.96% <ø> (-0.01%)	⬇️
test	88.98% <ø> (ø)

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
...soft.ML.Data/DataLoadSave/Text/TextLoaderCursor.cs	89.61% <0.00%> (-0.64%)	⬇️
...ML.Transforms/Text/StopWordsRemovingTransformer.cs	86.38% <0.00%> (-0.15%)	⬇️

[michaelgsharp]

Merging on red since its just a doc addition.