Clean up error handling in mysql_load temp tables

[bmedx]

Analytics Pipeline Pull Request

Make sure that the following steps are done before merging:

• [ ] If you have a migration please contact data engineering team before merging.
• [ ] Before merging run full acceptance tests suite and provide URL for the acceptance tests run.
• [ ] A member of data engineering team has approved the pull request.

[codecov[bot]]

Codecov Report

Merging #752 into master will decrease coverage by <.01%. The diff coverage is 70%.

@@            Coverage Diff             @@
##           master     #752      +/-   ##
==========================================
- Coverage   74.57%   74.56%   -0.01%     
==========================================
  Files         207      207              
  Lines       23404    23411       +7     
==========================================
+ Hits        17453    17457       +4     
- Misses       5951     5954       +3

Impacted Files	Coverage Δ
edx/analytics/tasks/common/mysql_load.py	70% <70%> (-0.38%)	:arrow_down:

---

Continue to review full report at Codecov.

Legend - Click here to learn more Δ = absolute <relative> (impact), ø = not affected, ? = missing data Powered by Codecov. Last update c28f775...3de9b01. Read the comment docs.