[8.14] Update OpenAI and Azure OpenAI connector setup guides (backport #5358)

[mergify]

Fixes #5357 by making some minor updates to the OpenAI connector setup guide and the Azure OpenAI setup guide.

Previews: connect to Azure OpenAI
Connect to OpenAI

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This is an automatic backport of pull request #5358 done by Mergify.

[mergify]

Cherry-pick of ee612dc has failed:

On branch mergify/bp/8.14/pr-5358
Your branch is up to date with 'origin/8.14'.

You are currently cherry-picking commit ee612dca.
  (fix conflicts and run "git cherry-pick --continue")
  (use "git cherry-pick --skip" to skip this patch)
  (use "git cherry-pick --abort" to cancel the cherry-pick operation)

Changes to be committed:
	modified:   docs/assistant/azure-openai-setup.asciidoc
	modified:   docs/assistant/connect-to-openai.asciidoc

Unmerged paths:
  (use "git add/rm <file>..." as appropriate to mark resolution)
	deleted by us:   docs/serverless/assistant/connect-to-azure-openai.mdx
	deleted by us:   docs/serverless/assistant/connect-to-openai.mdx

To fix up this pull request, you can check it out locally. See documentation: https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/checking-out-pull-requests-locally

[github-actions]

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