BUG: Do not allow urllib to hijack all non-HTTP protocols
Currently, many non HTTP protocols are routed to urllib to open, even when not supported by urllib.  In particular, opening files via SFTP will always fail, since the attempt to open the file is not sent to fsspec, which supports that protocol.

The following code demonstrates the issue. It will fail pre-patch, and succeed after.

```
pandas.read_csv('sftp://some.server/file.csv', storage_options={'username': 'my_username', 'password': 'my_password', 'allow_agent': False})
```

I apologize for not adding a test, as I didn't find any other sftp tests in test_fsspec.py, and I wasn't sure how to best handle a functional test for that protocol. Also, the real problem is misuse of `is_url`. There may be a different support function that would be correct to use in its place, but a quick search didn't find anything. However, please feel free to throw this pull request away and fix in a more appropriate manner if necessary.
Hello @maalgorium! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2022-04-12 18:23:35 UTC