from m5stack import lcd
import usocket as socket

lcd.clear()
lcd.setCursor(0, 0)
lcd.setColor(lcd.WHITE)

try:
addr = socket.getaddrinfo('micropython.org', 80)[0][-1]
s = socket.socket()
s.connect(addr)
s.send(b'GET / HTTP/1.1\r\nHost: micropython.org\r\n\r\n')
data = s.recv(1000)
s.close()
lcd.println("OK\n")
lcd.print("Data len: " + str(len(data)))

except:
lcd.print("Got Error!")

If you upload by button with the triangle icon (looks like play) - it works, data received. If uploaded on the M5 through download - always fails.