chore: improve testing around socket-mode header synthesization

[WilliamBergamin]

Summary

• Renamed build_retry_headers to build_headers in slack_bolt/adapter/socket_mode/internals.py to better reflect that this function synthesizes all HTTP-equivalent headers for Socket Mode requests, not just retry-related ones.
• Removed the isolated unit test (test_run_bolt_app_propagates_retry_headers) that used a FakeApp mock to verify header propagation, in favor of higher-fidelity integration tests.
• Added message event handler assertions to the four Socket Mode integration test suites, verify retry headers (x-slack-retry-num, x-slack-retry-reason) are correctly synthesized from the SocketModeRequest and accessible to listeners via req.headers.

Motivation:

The previous test coverage for retry header propagation relied on a mock (FakeApp). By moving this verification into the existing integration tests we get stronger confidence that headers flow end-to-end through the actual framework pipeline.

Testing

Continuous integration test should be sufficient

Category

• slack_bolt.App and/or its core components
• slack_bolt.async_app.AsyncApp and/or its core components
• Adapters in slack_bolt.adapter
• Document pages under /docs
• Others

Requirements

Please read the Contributing guidelines and Code of Conduct before creating this issue or pull request. By submitting, you are agreeing to those rules.

• 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 ./scripts/install_all_and_run_tests.sh after making the changes.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 91.30%. Comparing base (c0dd462) to head (838bbae).
✅ All tests successful. No failed tests found.

Additional details and impacted files

@@ Coverage Diff @@## main #1499 +/- ##
==========================================
- Coverage 91.34% 91.30% -0.05% 
==========================================
Files 228 228 Lines 7271 7271 ==========================================
- Hits 6642 6639 -3 - Misses 629 632 +3 

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[zimeg]

@WilliamBergamin Test praies! LGTM! 🧪 ✨

[hello-ashleyintech]

🚀 2 the moon