tests: ensure consistent behavior around url format

[WilliamBergamin]

Summary

This PR adds unit test that validate the url used to send a request to Slack.

Testing

NA

Category

• slack_sdk.web.WebClient (sync/async) (Web API client)
• slack_sdk.webhook.WebhookClient (sync/async) (Incoming Webhook, response_url sender)
• slack_sdk.socket_mode (Socket Mode client)
• slack_sdk.signature (Request Signature Verifier)
• slack_sdk.oauth (OAuth Flow Utilities)
• slack_sdk.models (UI component builders)
• slack_sdk.scim (SCIM API client)
• slack_sdk.audit_logs (Audit Logs API client)
• slack_sdk.rtm_v2 (RTM client)
• /docs (Documents)
• /tutorial (PythOnBoardingBot tutorial)
• tests/integration_tests (Automated tests for this library)

Requirements

• I've read and understood the Contributing Guidelines and have done my best effort to follow them.
• I've read and agree to the Code of Conduct.
• I've run python3 -m venv .venv && source .venv/bin/activate && ./scripts/run_validation.sh after making the changes.

[WilliamBergamin]

I think the urlopen spying I implemented may be messing with test that proceed it 🤔 maybe there is a better approach to this?