MNIST dataset no longer downloads

[cpuhrsch]

🐛 Bug

The MNIST download is currently not available. See pytorch/vision#3497 for more detail.

This is a quick issue to track this, we can add more detail later.

Corresponding XLA issue: pytorch/xla#2808
torchvision fix: pytorch/vision#3499

XLA PR to skip unittest within XLA: pytorch/xla#2810
Skipping test at PyTorch CI level here: #53268

Longer term solutions include mirroring the MNIST dataset on a different host, if allowed by dataset owner.

cc @ezyang @gchanan @zou3519 @bdhirsh @jbschlosser @anjali411

[ngimel]

cc @malfet