BUG/MINOR: httpclient: only check co_data() instead of HTTP_MSG_DATA

BUG/MINOR: httpclient: only check co_data() instead of HTTP_MSG_DATA

Checking msg >= HTTP_MSG_DATA was useful to check if we received all the
data. However it does not work correctly in case of errors because we
don't reach this state, preventing to catch the error in the httpclient.

The consequence of this problem is that we don't get the status code of
the error response upon an error.

Fix the issue by only checking co_data().

Must be backported to 2.5.