test(test_embedding.py): add simple azure embedding ad token test

Addresses https://github.com/BerriAI/litellm/issues/4859#issuecomment-2248838617

litellm/tests/test_embedding.py

@@ -673,3 +673,17 @@ async def test_databricks_embeddings(sync_mode):
 #     print(response)
 
 # local_proxy_embeddings()
+
+
+def test_embedding_azure_ad_token():
+    # this tests if we can pass api_key to completion, when it's not in the env.
+    # DO NOT REMOVE THIS TEST. No MATTER WHAT Happens!
+    # If you want to remove it, speak to Ishaan!
+    # Ishaan will be very disappointed if this test is removed -> this is a standard way to pass api_key + the router + proxy use this
+
+    response = embedding(
+        model="azure/azure-embedding-model",
+        input=["good morning from litellm"],
+        azure_ad_token=os.getenv("AZURE_API_KEY"),
+    )
+    print(response)