FTP protocol download support

[v-goncharenko]

Describe the new feature or enhancement

moabb heavily uses mne for processing data.
Also all downloads are performed via mne.utils._fetch_file: see usage here

Currently moabb has a dataset which files are stored on FTP server and available over this protocol.
But _fetch_file fails with an error (see it here) because moabb passes this ftp url

Describe your proposed implementation

Add ftp protocol support to _fetch_file

Describe possible alternatives

moabb writes it's own download function (but it's nice to use existing one in mne)

Additional comments

Is it okay to use a function starting with underscore (_) in external code? Afaik no =)
Maybe you have a public interface for this functionality?

[welcome]

Hello! 👋 Thanks for opening your first issue here! ❤️ We will try to get back to you soon. 🚴🏽‍♂️

[drammock]

@v-goncharenko we are already considering maybe getting rid of a lot of our file fetching code, and depending instead on pooch. Pooch supports FTP already. It might be worth seeing how easy it is to use pooch.retrieve() and pooch.FTPDownloader() for your needs rather than relying on an MNE-Python function that isn't part of our public API.

[adam2392]

FYI @v-goncharenko with #9742, we are moving forward with the creation of a general-MNE-purpose dataset fetcher that could be used by downstream packages potentially.

[larsoner]

Closing since this hopefully is now supported by fetch_dataset by using pooch under the hood