[FEATURE REQ] Provide native support for API key–based authentication, similar to other SDKs.

[lynexsoft]

Currently, the com.azure:azure-ai-agents:2.0.1 SDK enforces a Bearer token–based authentication model via TokenCredential.
However, when using Azure API Management (APIM) in front of Azure OpenAI/Agents endpoints, authentication is commonly handled using API Key headers (e.g., x-api-key), not Bearer tokens.

At the moment, there is no first-class support to pass API key–based credentials. Even when attempting to override the pipeline manually (as shown below), the SDK still expects a credential and does not provide a clean or supported way to use API key authentication.

val builder = AgentsClientBuilder()
builder.endpoint(baseUrl)
builder.httpLogOptions(HttpLogOptions().setLogLevel(HttpLogDetailLevel.BODY_AND_HEADERS))

val httpClient = HttpClient.createDefault()
val headers = HttpHeaders()
headers.set(credentials.keyName, credentials.keyValue)

val pipeline = HttpPipelineBuilder()
    .policies(AddHeadersPolicy(headers))
    .httpClient(httpClient)
    .build()

builder.pipeline(pipeline)

// Forced workaround
builder.credential(null)

val client = builder.buildAgentsClient()

This approach is fragile and not officially supported, making integration with APIM cumbersome.

Describe the solution

For example:
Add a method like:

builder.apiKeyCredential(ApiKeyCredential("key-name", "key-value"))

Alternatively, allow:

Custom headers to be injected without requiring TokenCredential
A dedicated AzureApiKeyCredential or similar abstraction
This would make it seamless to integrate with Azure APIM endpoints.