ocaml-auth: enable MDX on lib/auth.mli, fix broken doc example
Run mdx on lib/auth.mli so the {[ ... ]} odoc block now type-checks.
`Auth.config` ends with `?allow_insecure:bool -> unit -> config`, so
the example was missing the trailing `()`. Wrapped the whole flow in
`let run () = Eio_main.run @@ ...` so the SQLite-backed session
store + HTTP server bind do not execute at mdx test time.