[Key Vault] Adding error logging for when downloading an HSM's security domain fails.

[vcolin7]

Description

Downloading an HSM's Security domain sometimes fails for our live tests without us logging a possible error message from the Powershell cmdlet. This PR attempts to align Java with .NET to alleviate this.

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• The pull request does not introduce [breaking changes]
• CHANGELOG is updated for new features, bug fixes or other significant changes.
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[vcolin7]

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[vcolin7]

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