fix: Set context for requests properly

[sebnow]

Description

WithContext does not mutate the request, and the returned Request value is ignored, so context for requests is never actually being set.

Has your change been tested?

A regression test was added that ensure the context is properly passed. It failed prior to changes to the implementation.

Types of changes

What sort of change does your code introduce/modify?

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist:

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have added tests to cover my changes.
• All new and existing tests passed.

[patryk]

Thanks!