[User Story] - Migrate from Azure OpenAI to standard Open AI library

[dantelmomsft]

Description
Update to the stable Open AI java library. https://github.com/openai/openai-java

Current Behavior
It's using Azure Open AI library.

Design Considerations
Make sure to keep using managed identity support: https://github.com/openai/openai-java?tab=readme-ov-file#microsoft-azure