Tests

[ENH] Add `OpenMLAuthenticationError` for clearer API key error handling #2208

Job	Run time
(ubuntu-latest, Py3.8, sk0.23.1, sk-only:false)	3s
(windows-latest, Py, sk0.24.*, sk-only:false)	2s
docker	2s
(ubuntu-latest,Py3.11,sk1.6.*,sk-only:true)	1m 2s
(ubuntu-latest,Py3.10,sk1.4.*,sk-only:true)	54s
(ubuntu-latest,Py3.10,sk1.5.*,sk-only:true)	53s
(ubuntu-latest,Py3.11,sk1.4.*,sk-only:true)	58s
(ubuntu-latest,Py3.11,sk1.3.*,sk-only:true)	1m 4s
(ubuntu-latest,Py3.10,sk1.6.*,sk-only:true)	54s
(ubuntu-latest,Py3.10,sk1.7.*,sk-only:true)	55s
(ubuntu-latest,Py3.11,sk1.5.*,sk-only:true)	58s
(ubuntu-latest,Py3.11,sk1.7.*,sk-only:true)	57s
(ubuntu-latest,Py3.10,sk1.3.*,sk-only:true)	56s
(ubuntu-latest,Py3.12,sk1.3.*,sk-only:true)	58s
(ubuntu-latest,Py3.13,sk1.6.*,sk-only:true)	1m 2s
(ubuntu-latest,Py3.13,sk1.7.*,sk-only:true)	1m 0s
(ubuntu-latest,Py3.12,sk1.4.*,sk-only:true)	1m 5s
(ubuntu-latest,Py3.14,sk1.7.*,sk-only:false)	1h 10m 8s
(ubuntu-latest,Py3.12,sk1.6.*,sk-only:true)	1m 6s
(ubuntu-latest,Py3.12,sk1.5.*,sk-only:true)	1m 2s
(windows-latest,Py3.12,sk1.5.*,sk-only:false)	1h 8m 27s
(ubuntu-latest,Py3.12,sk1.5.,pd:2.,sk-only:false)	1h 7m 44s
(ubuntu-latest,Py3.12,sk1.5.*,sk-only:false)	1h 12m 24s
(ubuntu-latest,Py3.14,sk1.6.*,sk-only:true)	4m 15s
(ubuntu-latest,Py3.13,sk1.5.*,sk-only:true)	59s
(ubuntu-latest,Py3.14,sk1.7.*,sk-only:true)	1m 8s
(ubuntu-latest,Py3.14,sk1.5.*,sk-only:true)	4m 22s
(ubuntu-latest,Py3.12,sk1.7.*,sk-only:true)	1m 1s
	5h 6m 19s

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