Fix a bug where we aren't checking the URL (#3211)

## Motivation and Context
In #3059 there was an accidental deletion of a test
## Description
Re-introduce checking the URL in protocol tests

## Checklist
<!--- If a checkbox below is not applicable, then please DELETE it
rather than leaving it unchecked -->
- [ ] I have updated `CHANGELOG.next.toml` if I made changes to the
smithy-rs codegen or runtime crates
- [ ] I have updated `CHANGELOG.next.toml` if I made changes to the AWS
SDK, generated SDK code, or SDK runtime crates

----

_By submitting this pull request, I confirm that you can use, modify,
copy, and redistribute this contribution, under the terms of your
choice._