[codex] Fix stale approval policy in MCP test (#29696)

## Summary

- replace the stale `AskForApproval::OnFailure` reference in the MCP
connection manager test with `AskForApproval::OnRequest`
- restore `codex-mcp` test compilation after `OnFailure` was removed in
#28418

## Root cause

The test was added on main after the approval-policy removal branch had
already updated the other references, so the newly added call site was
missed when #28418 merged.

## Validation

- `just test -p codex-mcp` (90 passed)
- `just fmt`

codex-rs/codex-mcp/src/connection_manager_tests.rs

@@ -1031,7 +1031,7 @@ async fn shutdown_continues_after_caller_is_aborted() {
     }
     .boxed()
     .shared();
-    let approval_policy = Constrained::allow_any(AskForApproval::OnFailure);
+    let approval_policy = Constrained::allow_any(AskForApproval::OnRequest);
     let permission_profile = Constrained::allow_any(PermissionProfile::default());
     let mut manager = McpConnectionManager::new_uninitialized(
         &approval_policy,