Alternatively use elif so you can tell at a glance that only one branch is executed.

response = server.Call(request)
 
if response.GetStatus() != RPC.OK:
  raise RpcError(response.GetStatus())
elif not response.GetAuthorizedUser():
  raise AuthError('unauthorized')
elif response.GetEnc() != 'utf-8':
  raise ValueError('wrong encoding')
elif not response.GetRows():
        raise EmptyError()
else:
        vals = [ParseRow(r) for r in 
                response.GetRows()]
        avg = sum(vals) / len(vals)
        return avg, vals