Backport PR #4142 on branch 1.12.x (fix: download data atomically to avoid corrupt cache (#4097))

[meeseeksmachine]

Backport PR #4142: fix: download data atomically to avoid corrupt cache (#4097)

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 78.56%. Comparing base (f3c09a1) to head (e1f25a7).
⚠️ Report is 1 commits behind head on 1.12.x.
✅ All tests successful. No failed tests found.

Additional details and impacted files

@@            Coverage Diff             @@
##           1.12.x    #4175      +/-   ##
==========================================
+ Coverage   78.41%   78.56%   +0.15%     
==========================================
  Files         121      121              
  Lines       12651    12656       +5     
==========================================
+ Hits         9920     9943      +23     
+ Misses       2731     2713      -18     

Flag	Coverage Δ
hatch-test.low-vers	77.81% <100.00%> (?)
hatch-test.pre	78.45% <100.00%> (+0.04%)	⬆️

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Files with missing lines	Coverage Δ
src/scanpy/readwrite.py	82.45% <100.00%> (+2.88%)	⬆️

... and 3 files with indirect coverage changes