The `RoomDirectoryFederationTests` tests were not being run unless explicitly called as an `__init__.py` file was not present in `tests/federation/transport/`. Thus the folder was not a python module, and `trial` did not look inside for any test cases to run. This was found while working on #6739.

This PR adds a `__init__.py` and also fixes the test in a couple ways:

- Switch to subclassing `unittest.FederatingHomeserverTestCase` instead, which sets up federation endpoints for us.
- Supply a `federation_auth_origin` to `make_request` in order to more act like the request is coming from another server, instead of just an unauthenicated client requesting a federation endpoint.

I found that the second point makes no difference to the test passing, but felt like the right thing to do if we're testing over federation.