**Description of issue**: The client-example has a confusing return for the `download` function. The return mixes the error and flows handling. **Current behavior**: Currently, it returns a bool. - If a target file is downloaded it returns True - If there is an exception in the code it returns False - if a target file is not found it returns True https://github.com/theupdateframework/python-tuf/blob/c12be4857d5388eb8e3c2e692fa6cce4f95cff35/examples/client_example/client_example.py#L78 **Expected behavior**: The return code only manages the exceptions. However, there is no use for the current return.