Improve datadog integration specs

Improve datadog integration specs to actually test if supported_events are properly handled.

We have two suggestions on that MR thread, I think any of them is ok as a follow-up:

1. @alexkalderimis: A nicer test would be to trigger a build event and see that it is handled by datadog. That is a bit more involved, and ~"group::integrations" might want to handle that as a follow-up
2. @felipe_artur: Yes, this is better, we are kind of doing this for #execute at https://gitlab.com/gitlab-org/gitlab/-/blob/master/spec/models/integrations/datadog_spec.rb#L213, it does not trigger a build but executes the service with possible event data. Another option would be to move those to a shared example and perform the same for async_execute.

The following discussion from !104114 (merged) should be addressed:

• @felipe_artur started a discussion: (+5 comments)

  This works fine, but what do you think about testing if supported_events is correct at spec/models/integrations/datadog_spec.rb instead?