Increase test coverage for `haystack/components/generators/chat/openai_responses.py`

The test coverage of this module is low compared to our standards: around 50%.

We should add more unit tests that cover missing code paths.

Coveralls visualization can be helpful: https://coveralls.io/builds/76433192/source?filename=components%2Fgenerators%2Fchat%2Fopenai_responses.py