I think https://health.data.ny.gov/api/views/myeu-hzra/rows.csv was a public dataset, but now it shows authentication_required, so this error is independent of databricks.

But the good news is that I was able to generate a new URL on the New Your health page. Please try to replace it with https://health.data.ny.gov/api/views/jxy9-yhdk/rows.csv so it will be

response = urllib3.PoolManager().request('GET', 'https://health.data.ny.gov/api/views/jxy9-yhdk/rows.csv')