Can you suggest a way to have open fail when the pipe command has non-zero result code?

Simple way (that avoids all the "safer argument handling" bullshit) :

open my $fh, "gunzip -c $input_file |" and !eof($fh) or die "$!/$?";
while(<$fh>){
    ...
}
[download]

Elaborate the error handling to suite your needs.