Allow auth to be removed (be None)

[KalleDK]

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Summary

Allow auth property on the BaseClient to be None (as a way to remove auth from the Client)

Checklist

• [x] I understand that this PR may be closed in case there was no previous discussion. (This doesn't apply to typos!)
• [x] I've added a test for each change that was introduced, and I tried as much as possible to make a single atomic change.
• [x] I've updated the documentation accordingly.