add continue to fix 'continue_on_failure' parameter for URL doc loader (#2735)

Currently, the function still fails if `continue_on_failure` is set to
True, because `elements` is not set.

---------

Co-authored-by: leecjohnny <johnny-lee1255@users.noreply.github.com>

tests/integration_tests/document_loaders/test_url.py

@@ -0,0 +1,16 @@
+import pytest
+
+from langchain.document_loaders import UnstructuredURLLoader
+
+
+def test_continue_on_failure_true() -> None:
+    """Test exception is not raised when continue_on_failure=True."""
+    loader = UnstructuredURLLoader(["badurl.foobar"])
+    loader.load()
+
+
+def test_continue_on_failure_false() -> None:
+    """Test exception is raised when continue_on_failure=False."""
+    loader = UnstructuredURLLoader(["badurl.foobar"], continue_on_failure=False)
+    with pytest.raises(Exception):
+        loader.load()