ez_setup should remove bad downloaded tar file if there was a failure

Originally reported by: sureshvv (Bitbucket: sureshvv, GitHub: sureshvv)

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It leaves behind a zero length file. Subsequent runs assume the file is good and fail at a different point.

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• Bitbucket: https://bitbucket.org/pypa/setuptools/issue/81

Original comment by jaraco (Bitbucket: jaraco, GitHub: jaraco):

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I would be inclined to say we should take this a step further and always extract the tarfile in memory and never save it to disk.

[abravalheri]

Hello, I think we can close this issue now, since ez_setup is no longer used by setuptools and the standard way of installing packages is now via pip.

If anyone would like to re-open this issue, please feel free to write a comment bellow and we will be gladly consider the new information 😄.