Fix audit event typo : urllib.request -> urllib.Request (GH-13550)

As per the PEP and the [audit event raised](https://github.com/python/cpython/blob/13d4e6a4a090031f8214e058ed3c8fd47767e05f/Lib/urllib/request.py#L524) in urllib.request this should be `urllib.Request`

cc: @zooba