infra: unset region during integ tests

[laurenyu]

Issue #, if available:

Description of changes:
Currently, we have some places where sagemaker_session doesn't get passed around appropriately or is not accepted as a parameter. This is most noticeable if one tries to set the region via a Session object instead of typical AWS CLI configuration channels. However, this is masked by our PR/release builds because CodeBuild configures the AWS region.

If my change here works, then the PR build should fail with: ValueError: Must setup local AWS configuration with a region supported by SageMaker.. I will make the appropriate code/test changes in a different PR, and then after that come back to trying to merge this PR.

edit: merging from master, following the merges of #1311, #1312, #1313, and #1314

Testing done:
this PR run has the aforementioned errors that were expected.

Merge Checklist

Put an x in the boxes that apply. You can also fill these out after creating the PR. If you're unsure about any of them, don't hesitate to ask. We're here to help! This is simply a reminder of what we are going to look for before merging your pull request.

General

• I have read the CONTRIBUTING doc
• I used the commit message format described in CONTRIBUTING
• I have used the regional endpoint when creating S3 and/or STS clients (if appropriate)
• I have updated any necessary documentation, including READMEs and API docs (if appropriate)

Tests

• I have added tests that prove my fix is effective or that my feature works (if appropriate)
• I have checked that my tests are not configured for a specific region or account (if appropriate)
• I have used unique_name_from_base to create resource names in integ tests (if appropriate)

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.

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[knakad]

Such a small PR with such a large impact and requiring so many other PRs. Nice!!!