Python: Add sample on how to share a thread between agents in a workflow

[TaoChenOSU]

Motivation and Context

Part of #761

Description

1. Add a sample to show how to share a thread between agents in a workflow.
2. Fix python/samples/getting_started/agents/azure_ai/azure_ai_with_thread.py where store=False no longer has effects.

Contribution Checklist

• The code builds clean without any errors or warnings
• The PR follows the Contribution Guidelines
• All unit tests pass, and I have added new tests where possible
• Is this a breaking change? If yes, add "[BREAKING]" prefix to the title of the PR.

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[markwallace-microsoft]

Python Test Coverage Report •

File	Stmts	Miss	Cover	Missing
packages/core/agent_framework
_types.py	947	132	86%	71, 94–95, 149, 154, 173, 175, 179, 183, 185, 187, 189, 206–207, 209–211, 213–214, 216–217, 219–220, 235–237, 239–242, 259, 264, 269, 273, 299, 303, 647–648, 1019, 1081, 1098, 1116, 1121, 1139, 1147–1149, 1166–1167, 1169, 1187–1188, 1190, 1197–1198, 1200, 1235, 1246–1247, 1249, 1268–1269, 1272–1281, 1284–1287, 1289, 1293, 1327, 1360, 1532, 1537, 1541, 1545, 1737, 1747, 1792, 1837–1842, 1864, 1869, 2228, 2237, 2373, 2461–2463, 2502, 2558, 2579, 2588, 2817–2819, 2822–2824, 2828, 2833, 2837, 2949–2951, 2979, 3015, 3033, 3037–3039, 3041, 3052–3053, 3056–3060, 3066
TOTAL	17482	2704	84%

Python Unit Test Overview

Tests	Skipped	Failures	Errors	Time
3229	213 💤	0 ❌	0 🔥	1m 2s ⏱️

[eavanvalkenburg]

nit, otherwise good