Add missing tests for sftp provider exceptions

[neochaotic]

The sftp provider's exceptions.py had no dedicated test module and was not covered indirectly, so it sat on the OVERLOOKED_TESTS allowlist in airflow-core/tests/unit/always/test_project_structure.py. This is the sftp-scoped subset of #35442.

The module defines a single exception, ConnectionNotOpenedException, so the useful scope is the behaviour that raises it — the handle_connection_management decorator in hooks/sftp.py, whose branches were uncovered as well. New tests drive the decorator against a small stub hook (no SFTP server needed) and assert:

• an unmanaged call with no open connection raises ConnectionNotOpenedException, and the message points the caller at hook.get_managed_conn();
• an unmanaged call with a connection already open delegates to the wrapped function and returns its result;
• a managed call (use_managed_conn=True) opens a managed connection and makes it current on the hook instead of raising;
• ConnectionNotOpenedException derives from AirflowException — callers catching the base class rely on that, so narrowing it later would be a breaking change.

The sftp entry is removed from OVERLOOKED_TESTS accordingly.

closes: #72268

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Was generative AI tooling used to co-author this PR?

• Yes — Claude Code (Anthropic)

Generated-by: Claude Code following the guidelines

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