Python: fix FoundryChatClient/FoundryAgent dropping default_headers

[he-yufeng]

Motivation and Context

Fixes #5416.

FoundryChatClient(default_headers=...) and FoundryAgent(default_headers=...) are documented to set additional HTTP headers on outbound requests. The constructor accepted the parameter, stored it on self.default_headers, and then forgot about it — the underlying AsyncOpenAI client was obtained via project_client.get_openai_client() without forwarding the headers, so custom headers never reached the wire.

This is a silent failure: the parameter looks wired up, existing unit test (test_init_with_default_header) even asserts the stored attribute is populated, but the reporter still spent hours tracking down why their header wasn't appearing in requests.

Description

AIProjectClient.get_openai_client(**kwargs) already forwards default_headers (and friends) to AsyncOpenAI, so the fix is just to pass them through from the two Foundry entry points:

• agent_framework_foundry/_chat_client.py (RawFoundryChatClient.__init__)
• agent_framework_foundry/_agent.py (FoundryAgent.__init__)

I deliberately didn't touch load_openai_service_settings in the shared openai package — while that is where the headers are dropped for the pre-built-client path, the reported bug is Foundry-specific and going through get_openai_client is the Azure-native way. The existing self.default_headers storage on the instance is kept intact for serialization/reflection.

Tests

• test_default_headers_forwarded_to_openai_client — regression test: asserts the headers actually land on the get_openai_client call.
• test_get_openai_client_not_called_with_headers_kwarg_when_unset — don't inject an empty dict when the user didn't ask for headers.
• Existing test_init_with_default_header still passes (storage attribute behavior unchanged).

Full foundry test suite: 102 passed, 14 skipped (skips are the integration tests needing a real endpoint).

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? No.

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