Add Auth header

[AnujaVane]

What this PR does / why we need it: Added Auth token to the header of the request sent to the external Authorization API.

Does this PR introduce a user-facing change?: NONE

[feast-ci-bot]

Hi @AnujaVane. Thanks for your PR.

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[woop]

Should this really be required?

[AnujaVane]

@woop I'll take it out, thanks!

[feast-ci-bot]

[APPROVALNOTIFIER] This PR is APPROVED

This pull-request has been approved by: AnujaVane, woop

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[woop]

/lgtm