Missing .prj for NaturalEarth data

[tfardet]

Description

With the current default downloader from cartopy, not all elements from the NaturalEarth zip container are extracted.
Currently, only shp, dbf, and shx are present.

This means that when loading the file (e.g. in my case with geopandas.read_file) leads to a GeoDataFrame that has its crs element set to None instead of "epsg:4326".

Feature request

Unless there is a good reason not to include the .prj file (that has already been downloaded anyways), I'd suggest to include it in the list of extensions there.
Given that it takes virtually no space, I'd also suggest to include the .cpg in case it might also be of use to somebody somewhere.

I can provide a PR if necessary.

[dopplershift]

That sounds reasonable—a PR implementing it would be welcome.

[tfardet]

See #1745