doxygen failing to download from sourceforge; make it a fatal error?

In PR #4643 I changed from the doxygen release page, where they delete the prior release link and break our download, to their archive pages on sourceforge, which worked for a while -- and then suddenly the link is failing with no explanation (manually trying to download also has weird behavior on sourceforge). (Xref #4000 (closed) where we used to use chocolatey to avoid specifying the precise version: but choco was flaky.)

Unfortunately it's not a fatal error. The path setup step doesn't fail the CI, and the suite just disables the docs (which is what we want for end-user building). Probably we should check if it's the CI and make doxygen required.

2021-01-04T19:10:40.3948018Z ------ Setting up paths ------
2021-01-04T19:10:40.9379010Z ERROR: c:\projects\install\doxygen.zip
2021-01-04T19:10:40.9380215Z c:\projects\install\doxygen.zip
2021-01-04T19:10:40.9380957Z Open ERROR: Can not open the file as [zip] archive
2021-01-04T19:10:40.9381906Z 
2021-01-04T19:10:40.9382262Z 
2021-01-04T19:10:40.9382702Z ERRORS:
2021-01-04T19:10:40.9383172Z Is not archive

2021-01-04T19:12:02.2108948Z -- Could NOT find Doxygen (missing: DOXYGEN_EXECUTABLE) 
2021-01-04T19:12:02.2112461Z CMake Warning at CMakeLists.txt:1782 (message):
2021-01-04T19:12:02.2113199Z   doxygen not found: documentation will NOT be built
2021-01-04T19:12:02.2113651Z 
2021-01-04T19:12:02.2113868Z 
2021-01-04T19:12:02.2114561Z *** NOT building documentation *** (must re-enable BUILD_DOCS manually if fix up the component paths)