Tests: Expand `@covers` tags for `WP_Embed` tests.

Includes removing the `external-http` group for a `WP_Embed::run_shortcode()` test which does not perform any HTTP requests.

Follow-up to [50448], [62223], [62228].

See #64225.

git-svn-id: https://develop.svn.wordpress.org/trunk@62229 602fd350-edb4-49c9-b593-d223f7449a82