Tests

[ENH] Add `OpenMLAuthenticationError` for clearer API key error handling #1707

Job	Run time
(ubuntu-latest, Py3.8, sk0.23.1, sk-only:false)	4s
(windows-latest, Py, sk0.24.*, sk-only:false)	4s
docker	3s
(ubuntu-latest,Py3.10,sk1.7.*,sk-only:true)	20m 32s
(ubuntu-latest,Py3.10,sk1.6.*,sk-only:true)	20m 18s
(ubuntu-latest,Py3.10,sk1.5.*,sk-only:true)	16m 26s
(ubuntu-latest,Py3.10,sk1.4.*,sk-only:true)	13m 6s
(ubuntu-latest,Py3.12,sk1.4.*,sk-only:true)	20m 14s
(ubuntu-latest,Py3.12,sk1.5.*,sk-only:true)	19m 55s
(ubuntu-latest,Py3.10,sk1.3.*,sk-only:true)	19m 55s
(ubuntu-latest,Py3.11,sk1.6.*,sk-only:true)	16m 5s
(ubuntu-latest,Py3.11,sk1.5.*,sk-only:true)	20m 5s
(ubuntu-latest,Py3.11,sk1.3.*,sk-only:true)	16m 7s
(ubuntu-latest,Py3.13,sk1.6.*,sk-only:true)	15m 26s
(ubuntu-latest,Py3.14,sk1.5.*,sk-only:true)	20m 10s
(ubuntu-latest,Py3.12,sk1.6.*,sk-only:true)	20m 10s
(ubuntu-latest,Py3.13,sk1.5.*,sk-only:true)	16m 16s
(ubuntu-latest,Py3.13,sk1.7.*,sk-only:true)	19m 54s
(ubuntu-latest,Py3.12,sk1.7.*,sk-only:true)	20m 15s
(ubuntu-latest,Py3.11,sk1.4.*,sk-only:true)	16m 14s
(ubuntu-latest,Py3.11,sk1.7.*,sk-only:true)	20m 21s
(ubuntu-latest,Py3.12,sk1.3.*,sk-only:true)	16m 22s
(ubuntu-latest,Py3.14,sk1.7.*,sk-only:false)	43m 16s
(windows-latest,Py3.12,sk1.5.*,sk-only:false)	1h 2m 23s
(ubuntu-latest,Py3.14,sk1.6.*,sk-only:true)	19m 41s
(ubuntu-latest,Py3.14,sk1.7.*,sk-only:true)	19m 44s
(ubuntu-latest,Py3.12,sk1.5.*,sk-only:false)	6h 0m 19s
	14h 13m 25s

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