[Bug]: GPTAssistantAgent doesn't handle "failed" status

[sonichi]

Describe the bug

The status "failed" is not processed.

Steps to reproduce

Run the failing CI test as in https://github.com/microsoft/autogen/actions/runs/9305549451/job/25612749062?pr=2831

Model Used

No response

Expected Behavior

Handle the "failed" status

Screenshots and logs

https://github.com/microsoft/autogen/actions/runs/9305549451/job/25612749062?pr=2831

Additional Information

No response