Tests

[ENH] Add `OpenMLAuthenticationError` for clearer API key error handling #2366

Job	Run time
(ubuntu-latest, Py3.8, sk0.23.1, sk-only:false)	3s
(windows-latest, Py, sk0.24.*, sk-only:false)	2s
docker	3s
(ubuntu-latest,Py3.10,sk1.5.*,sk-only:true)	54s
(ubuntu-latest,Py3.10,sk1.3.*,sk-only:true)	55s
(ubuntu-latest,Py3.11,sk1.3.*,sk-only:true)	53s
(ubuntu-latest,Py3.10,sk1.6.*,sk-only:true)	1m 10s
(ubuntu-latest,Py3.11,sk1.5.*,sk-only:true)	2m 11s
(ubuntu-latest,Py3.10,sk1.4.*,sk-only:true)	56s
(ubuntu-latest,Py3.10,sk1.7.*,sk-only:true)	1m 2s
(ubuntu-latest,Py3.12,sk1.3.*,sk-only:true)	59s
(ubuntu-latest,Py3.12,sk1.5.,pd:2.,sk-only:false)	2m 52s
(ubuntu-latest,Py3.12,sk1.5.*,sk-only:true)	1m 2s
(ubuntu-latest,Py3.11,sk1.4.*,sk-only:true)	52s
(ubuntu-latest,Py3.11,sk1.7.*,sk-only:true)	54s
(ubuntu-latest,Py3.14,sk1.5.*,sk-only:true)	4m 17s
(ubuntu-latest,Py3.13,sk1.7.*,sk-only:true)	1m 14s
(ubuntu-latest,Py3.12,sk1.4.*,sk-only:true)	1m 2s
(ubuntu-latest,Py3.11,sk1.6.*,sk-only:true)	52s
(ubuntu-latest,Py3.12,sk1.5.*,sk-only:false)	5m 43s
(ubuntu-latest,Py3.14,sk1.6.*,sk-only:true)	4m 18s
(ubuntu-latest,Py3.13,sk1.5.*,sk-only:true)	1m 4s
(windows-latest,Py3.12,sk1.5.*,sk-only:false)	3m 28s
(ubuntu-latest,Py3.14,sk1.7.*,sk-only:false)	2m 59s
(ubuntu-latest,Py3.13,sk1.6.*,sk-only:true)	1m 4s
(ubuntu-latest,Py3.12,sk1.7.*,sk-only:true)	1m 0s
(ubuntu-latest,Py3.12,sk1.6.*,sk-only:true)	1m 0s
(ubuntu-latest,Py3.14,sk1.7.*,sk-only:true)	1m 14s
	44m 3s

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