Fix bug in getting entity names

[chejennifer]

Fixes this error in fetch_entity_names: https://screenshot.googleplex.com/Bm9BzSUnNYB87N9

There was a recent change that removes auto-flattening when unpacking arcs (#244), but fetch_entity_names was still assuming that values would be flattened.

Also updated the tests to use mock responses that are formatted the way the response would actually come back as.

[clincoln8]

Thanks for the fix!!

To fix lint errors, run

pip install hatch
hatch env create
hatch run lint:format

(https://github.com/datacommonsorg/api-python/blob/master/docs/development.md#code-style-and-linting)
this is different than the styling used in website repo.

[jm-rivera]

Thank you for catching this and improving the tests @chejennifer!