.Net: Updated User-Agent header for agent types (#10822)

### Motivation and Context

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Resolves: #10447

### Contribution Checklist

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- [x] The code builds clean without any errors or warnings
- [x] The PR follows the [SK Contribution
Guidelines](https://github.com/microsoft/semantic-kernel/blob/main/CONTRIBUTING.md)
and the [pre-submission formatting
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raises no violations
- [x] All unit tests pass, and I have added new tests where possible
- [x] I didn't break anyone 😄

Author: dmytrostruk

dotnet/src/Agents/AzureAI/AzureAIAgent.ClientFactory.cs

@@ -33,13 +33,7 @@ public static AIProjectClient CreateAzureAIClient(
 
     private static AIProjectClientOptions CreateAzureClientOptions(HttpClient? httpClient)
     {
-        AIProjectClientOptions options =
-            new()
-            {
-                Diagnostics = {
-                    ApplicationId = HttpHeaderConstant.Values.UserAgent,
-                }
-            };
+        AIProjectClientOptions options = new();
 
         options.AddPolicy(new SemanticKernelHeadersPolicy(), HttpPipelinePosition.PerCall);
 
@@ -57,6 +51,10 @@ private class SemanticKernelHeadersPolicy : HttpPipelineSynchronousPolicy
     {
         public override void OnSendingRequest(HttpMessage message)
         {
+            message.Request.Headers.Add(
+                HttpHeaderConstant.Names.UserAgent,
+                $"{HttpHeaderConstant.Values.UserAgent} {nameof(AzureAIAgent)}");
+
             message.Request.Headers.Add(
                 HttpHeaderConstant.Names.SemanticKernelVersion,
                 HttpHeaderConstant.Values.GetAssemblyVersion(typeof(AzureAIAgent)));

dotnet/src/Agents/OpenAI/OpenAIAssistantAgent.ClientFactory.cs

@@ -75,10 +75,7 @@ public static OpenAIClient CreateOpenAIClient(ApiKeyCredential apiKey, Uri? endp
 
     private static AzureOpenAIClientOptions CreateAzureClientOptions(HttpClient? httpClient)
     {
-        AzureOpenAIClientOptions options = new()
-        {
-            UserAgentApplicationId = HttpHeaderConstant.Values.UserAgent
-        };
+        AzureOpenAIClientOptions options = new();
 
         ConfigureClientOptions(httpClient, options);
 
@@ -89,7 +86,6 @@ private static OpenAIClientOptions CreateOpenAIClientOptions(Uri? endpoint, Http
     {
         OpenAIClientOptions options = new()
         {
-            UserAgentApplicationId = HttpHeaderConstant.Values.UserAgent,
             Endpoint = endpoint ?? httpClient?.BaseAddress,
         };
 
@@ -101,6 +97,7 @@ private static OpenAIClientOptions CreateOpenAIClientOptions(Uri? endpoint, Http
     private static void ConfigureClientOptions(HttpClient? httpClient, ClientPipelineOptions options)
     {
         options.AddPolicy(CreateRequestHeaderPolicy(HttpHeaderConstant.Names.SemanticKernelVersion, HttpHeaderConstant.Values.GetAssemblyVersion(typeof(OpenAIAssistantAgent))), PipelinePosition.PerCall);
+        options.AddPolicy(CreateRequestHeaderPolicy(HttpHeaderConstant.Names.UserAgent, $"{HttpHeaderConstant.Values.UserAgent} {nameof(OpenAIAssistantAgent)}"), PipelinePosition.PerCall);
 
         if (httpClient is not null)
         {
@@ -114,9 +111,15 @@ private static GenericActionPipelinePolicy CreateRequestHeaderPolicy(string head
         =>
             new((message) =>
             {
-                if (message?.Request?.Headers?.TryGetValue(headerName, out string? _) == false)
+                var headers = message?.Request?.Headers;
+
+                if (headers is not null)
                 {
-                    message.Request.Headers.Set(headerName, headerValue);
+                    var value = !headers.TryGetValue(headerName, out string? existingHeaderValue) || string.IsNullOrWhiteSpace(existingHeaderValue) ?
+                        headerValue :
+                        $"{headerValue} {existingHeaderValue}";
+
+                    headers.Set(headerName, value);
                 }
             });
 }

dotnet/src/InternalUtilities/src/Http/HttpHeaderConstant.cs

@@ -13,6 +13,9 @@ public static class Names
     {
         /// <summary>HTTP header name to use to include the Semantic Kernel package version in all HTTP requests issued by Semantic Kernel.</summary>
         public static string SemanticKernelVersion => "Semantic-Kernel-Version";
+
+        /// <summary>HTTP User-Agent header name.</summary>
+        public static string UserAgent => "User-Agent";
     }
 
     public static class Values