Add unit test for Link label

Add unit tests for PR#[10642](https://github.com/dotnet/winforms/pull/10642)

Using the following code in a .net core project reproduces issue #10515,
- When the `linkLabel.Text` is null or empty, the code `Application.DoEvents();` will enter an infinite loop before PR#[10642](https://github.com/dotnet/winforms/pull/10642)

```
LinkLabel linkLabel = new();
// try to comment out this line 'linkLabel.Text = "2";'
// and observe the result after click the button
linkLabel.Text = "";

this.Controls.Add(linkLabel);
this.Invalidate();
Application.DoEvents();

MessageBox.Show("button1_Click");
```

However, `Application.DoEvents();` is invalid when used in Unit test, so additional tests need to be added for PR#https://github.com/dotnet/winforms/pull/10642