Investigate improving `test_transport_works`

[opened by @szokeasaurusrex]

There are multiple problems with [this test](https://github.com/getsentry/sentry-python/blob/be229121608feba3033dbe84ef1884b6ba6ad3ee/tests/test_transport.py#L146):

* The test is flaky (specifically on Python 3.10)
* The flakes appear related to asserting that `stdout` and `stderr` is empty
* The test appears to be checking multiple things. It is unclear which of these is important
* e.g. maybe we should not assert anything about `stdout` and `stderr`
* The test is generally difficult to understand
* The test takes a very long time to run because it is parameterized with many different combinations and all the tests are forked
* Maybe we can reduce the combinations we check and stop forking the test