[AI Gateway] OpenAI SDK example fix

[imcfadyen-cf]

Summary

Originally reported by a user on the Discord (https://discord.com/channels/595317990191398933/1154819662161395742/1379844865202065631).

The OpenAI SDK automatically adds /chat/completions to the end of the URL, and adding it yourself (so it's duplicated) causes the SDK to throw an internal error.

This PR just removes /chat/completions from the SDK example in the docs (it's kept for cURL because it's still required) and adds a comment explaining why the user shouldn't add it themselves.

Documentation checklist

• The documentation style guide has been adhered to.

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PR Change Summary

Fixed the OpenAI SDK example in the documentation to prevent internal errors caused by URL duplication.

• Removed duplicate '/chat/completions' from the OpenAI SDK example URL in the docs.
• Added a comment explaining the automatic addition of '/chat/completions' by the SDK.

Modified Files

• src/content/docs/ai-gateway/chat-completion.mdx

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