[chore] add set -e to download_thirdparty.sh (apache#7867)

Let the build process stop immediately if some command execute failed.
For example, patch failed due to command not found, otherwise it will stop until compile error.

thirdparty/download-thirdparty.sh

@@ -16,7 +16,7 @@
 # specific language governing permissions and limitations
 # under the License.
 
-#set -e
+set -e
 ################################################################
 # This script will download all thirdparties and java libraries
 # which are defined in *vars.sh*, unpack patch them if necessary.