FederationDeniedError is a subclass of SynapseError, which is a subclass of
CodeMessageException, so if e is a FederationDeniedError, then this check for
FederationDeniedError will never be reached since it will be caught by the
check for CodeMessageException above. The check for CodeMessageException does
almost the same thing as this check (since FederationDeniedError initialises
with code=403 and msg="Federation denied with %s."), so may as well just keep
allowing it to handle this case.