Avoid unnecessary http client creation

[jlannoy]

Checklist

• [X] I have looked into the Readme and Examples, and have not found a suitable solution or answer.
• [X] I have looked into the API documentation and have not found a suitable solution or answer.
• [X] I have searched the issues and have not found a suitable solution or answer.
• [X] I have searched the Auth0 Community forums and have not found a suitable solution or answer.
• [X] I agree to the terms within the Auth0 Code of Conduct.

Describe the problem you'd like to have solved

Similar to the issue #480, the ManagmentAPI builder set the value of the httpClient to an instantiated http client, which could then be overridden by callers.

Describe the ideal solution

Objects.nonNull(httpClient) ? httpClient : DefaultHttpClient.newBuilder().build() should be used in the build() method.

Alternatives and current workarounds

None.

Additional context

No response

[jlannoy]

Btw, if you could think to an other way to keep the base url in private final HttpUrl baseUrl;(inside AuthAPI and ManagementAPI) it would then be possible to exclude OkHttp3 + Okio dependencies when using an other http client.