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Successfully completing processing with an errgroup cancels the
associated context. However, we also have a goroutine that is checking
for cancelation of the context. As a result, there is a race where
the goroutine can pick up the cancelation and report an error,
replacing the sucessful error message.

To avoid that, this replaces the goroutine with a cancelation check
when we are reading files. This also has the advantage of stopping
all reads relatively quickly on error and also ensuring that there are
no outstanding I/O operations when we return in this case.

The downside is that if a file read blocks forever (for example, over
the network) then cancelation of the context effectively won't be
honored. However, this is also true for other smaller files we read
and the tensors are read in small chunks (128K), so it's consistent
and better on balance overall.