Add missing tests for sftp exceptions

[vitorantoniazzi]

Summary

exceptions.py in the sftp provider had no tests. Nothing in providers/*/tests/ imported it either, so it wasn't getting covered by accident.

There's not much point in testing the exception class by itself. The one place that raises it is the handle_connection_management decorator, which had no tests of its own, so this covers the decorator and picks up the exception on the way through.

The test walks through four cases. With no open connection and use_managed_conn=False, it raises, and the message points you at hook.get_managed_conn(). With a connection already open, it just delegates and returns. With use_managed_conn=True, it opens a managed connection instead of raising, and sets it on the hook for the length of the call. And the exception subclasses AirflowException, which is worth pinning down since anyone catching the base class is counting on it.

Everything runs against a stub hook, so you don't need an SFTP server to run it.

I also removed the OVERLOOKED_TESTS entry.

Closes: #72268

Test Plan

The four tests pass against apache-airflow-providers-sftp on Airflow 3.3.1 / Python 3.12, importing the real decorator and exception. ruff check and ruff format --check pass using Airflow's own ruff configuration.

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Tests drafted with Claude Code (Opus 5); reviewed and verified by @vitorantoniazzi

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[vitorantoniazzi]

The workflow runs on this PR have been sitting in action_required since it was opened on Sept 2 — Tests (AMD), CodeQL and Check newsfragment PR number all need a maintainer to approve them, as this is my first contribution to the repo. The only green checks are the two third-party apps that run regardless, so the test suite hasn't actually executed and there's no CI signal to review against yet.

Could a committer approve the workflow runs when convenient? Happy to fix whatever comes up once they do.

This adds the missing exception tests requested in #72268. cc @jroachgolf84