Set User-Agent in OpenAI client requests

[jayesh-tanna]

Description

This PR adds User-Agent header support to OpenAI client requests. The User-Agent value is set to "AIProjectClient/Python" by default. Users can customize the User-Agent at two levels:
(1) At AIProjectClient level using the user_agent parameter: AIProjectClient(endpoint="...", credential=credential, user_agent="MyApp"), which results in "MyApp-AIProjectClient/Python-{VERSION}",

(2) At get_openai_client level using default_headers: client.get_openai_client(default_headers={"User-Agent": "DifferentApp"}), which results in "DifferentApp-AIProjectClient/Python-{VERSION}".

If neither is provided, the default "AIProjectClient/Python-{VERSION}" is used. This ensures all OpenAI requests include the SDK identifier for backend telemetry tracking.

If an SDK is being regenerated based on a new API spec, a link to the pull request containing these API spec changes should be included above.

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• The pull request does not introduce [breaking changes]
• CHANGELOG is updated for new features, bug fixes or other significant changes.
• I have read the contribution guidelines.

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[Copilot]

Pull request overview

This PR adds User-Agent header support to OpenAI client requests in the Azure AI Projects SDK. The User-Agent value defaults to "AIProjectClient/Python" and can be customized at the AIProjectClient level or via the get_openai_client method's default_headers parameter. The implementation ensures all OpenAI requests include the SDK identifier for backend telemetry tracking.

Changes:

• Updated USER_AGENT_APP_ID from "AIProjectClient" to "AIProjectClient/Python" in _patch_user_agent function
• Added User-Agent header configuration in the sync get_openai_client method
• Updated docstring to document the automatic User-Agent header inclusion

[howieleung]

Your change replace the existing user agent header of OpenAI client. You should append. Not replace.

[howieleung]

When I run your code, I am seeing for openai calls, the user-agents is

user-agent: AIProjectClient/Python-2.0.0b4

Darren recommended to keep the OpenAI original user agent. Try this PR
#44776

cc @dargilco