Resolve "ee/spec/lib/gitlab/geo/oauth_session_spec.rb test doesn't actually do anything"

What does this MR do?

Improves specs. Previous version was not really testing correct path for authenticate_with_gitlab (see #6111 (closed))

Does this MR meet the acceptance criteria?

• Conform by the code review guidelines
  • Has been reviewed by a Backend maintainer
• EE specific content should be in the top level /ee folder
• Conform by the merge request performance guides
• Conform by the style guides
• End-to-end tests pass (package-qa manual pipeline job)

What are the relevant issue numbers?

Closes #6111 (closed)