This is motivated by a suggestion by @akesandgren in the context of easybuilders/easybuild-easyblocks#1377, to postpone raising of errors at the end, which helps with limiting a lot of back & forth when the same type of problems arise for multiple extensions.

One issue with moving the download check in easybuilders/easybuild-easyblocks#1377 to the sanity check step is error reporting: the actual cause of the failing sanity check for an extension is hidden higher up in the log.
This is fixed by the (backwards-compatible) changes made in this PR.

For example, with current develop you would get an error message like:

Sanity check failed: sanity checks for ['ipython', 'pyzmq'] extensions failed!

(and then you had to go back in the log to figure out the actual problem)

With these changes, you'll see:

Sanity check failed: extensions sanity check failed for 2 extensions: ipython, pyzmq
failing sanity check for 'ipython' extension: command "python -c 'import ipython'" failed; output:
Traceback (most recent call last):
  File "<string>", line 1, in <module>
ModuleNotFoundError: No module named 'ipython'
failing sanity check for 'pyzmq' extension: command "python -c 'import pyzmq'" failed; output:
Traceback (most recent call last):
  File "<string>", line 1, in <module>
ModuleNotFoundError: No module named 'pyzmq'

cc @vanzod, @wpoely86