test: TestCreateAzureBucketManagedIdentityCredentialCalled is doing real IO

### Apache Iceberg version

None

### Please describe the bug 🐞

and doing a retry loop inside azure sdk (~100s). [An example run](https://github.com/apache/iceberg-go/actions/runs/32902971278/job/97980710396?pr=1679#step:7:7591).

It's an integration test disguised as unit. It should instead inject credentials factory or HTTP transport. At worst, a shorter context deadline.

cc @alessandro-nori

Start with TestCreateAzureBucketManagedIdentityCredentialCalled and reproduce the real IO and Azure SDK retry loop described in the issue. Inspect how the test obtains credentials, then use an injected credentials factory or HTTP transport, or a shorter context deadline, so the test no longer performs real IO and completes without the ~100-second retry.

Written by the indexing model from the issue text.