retries and callbacks are not honoured for ending deferred task from trigger

### Apache Airflow version

main (development)

### If "Other Airflow 2 version" selected, which one?

_No response_

### What happened?

https://airflow.apache.org/docs/apache-airflow/stable/authoring-and-scheduling/deferring.html#exiting-deferred-task-from-triggers

On tasks with retry when a `TaskFailedEvent` is from trigger the task is marked as failed with the retries not executed for the failed tasks. Similar issue with callbacks and also email_on_failure, email_on_retry also not being honored. This happens in main and also 2.10.4 . PR related https://github.com/apache/airflow/pull/40084

### What you think should happen instead?

Retries, callbacks and emails on failure should be honored.

### How to reproduce

1. Create following triggers and dag with retries and callback.
2. Run the dag with `TaskFailedEvent` emitted from the trigger.
3. The dag is marked as failed without retries and callbacks executed.
4. Uncomment yielding `TriggerEvent` and run the dag again with new code.
5. Retry happens and the failure callback is also executed.

```python
# plugins/custom_trigger.py
from __future__ import annotations

import asyncio
import logging

from airflow.triggers.base import BaseTrigger, TriggerEvent, TaskSuccessEvent, TaskFailedEvent
from airflow.utils import timezone

class StateTrigger(BaseTrigger):
def __init__(self, state):
super().__init__()
self.state = state

def serialize(self):
return ("custom_trigger.StateTrigger", {"state": self.state})

async def run(self):
if self.state == "success":
yield TaskSuccessEvent()
else:
yield TaskFailedEvent()

# yield TriggerEvent(self.state)
```

```python

# dag_state_test.py

from __future__ import annotations

from datetime import datetime

from custom_trigger import StateTrigger

from airflow import DAG
from airflow.models.baseoperator import BaseOperator

class MultipleDeferTrigger(BaseOperator):
"""Multiple defer trigger."""

def __init__(self, state=None, *args, **kwargs):
self.state = state
super().__init__(*args, **kwargs)

def execute(self, context):
self.defer(
trigger=StateTrigger(self.state),
method_name="execute_complete",
)

def execute_complete(self, context, event=None):
raise Exception(event)

with DAG(
dag_id="state_defer",
start_date=datetime(2021, 1, 1),
catchup=False,
schedule=None,
default_args = {
"on_success_callback": lambda context: open("/tmp/on_success_callback", "w+").write(str(datetime.now())),
"on_failure_callback": lambda context: open("/tmp/on_failure_callback", "w+").write(str(datetime.now())),
"retries": 1,
"retry_delay": 5.0
}
) as dag:
success = MultipleDeferTrigger(task_id="success", state="success", retry_delay=5.0)
failed = MultipleDeferTrigger(task_id="failed", state="failed", retry_delay=5.0)

success
failed

```

### Operating System

Ubuntu 20.04.3 LTS

### Versions of Apache Airflow Providers

_No response_

### Deployment

Official Apache Airflow Helm Chart

### Deployment details

_No response_

### Anything else?

_No response_

### Are you willing to submit PR?

- [ ] Yes I am willing to submit a PR!

### Code of Conduct

- [x] I agree to follow this project's [Code of Conduct](https://github.com/apache/airflow/blob/main/CODE_OF_CONDUCT.md)

Start with the reproduction in plugins/custom_trigger.py and dag_state_test.py, focusing on BaseOperator.defer(), execute_complete(), and TaskFailedEvent. Reproduce the failed-trigger path, then trace deferred-task exit handling; done means retries, failure/retry callbacks, and failure/retry emails are honored as in the TriggerEvent path.

Written by the indexing model from the issue text.