Make sure session creation happens before starting agent

[damccorm]

There is currently a race condition because we don't await session creation correctly. This causes SessionNotFound issues in some cases

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[damccorm]

Confirmed that ml tests still pass locally, current failures are due to the workflow being permared https://github.com/apache/beam/actions/workflows/beam_PreCommit_Python_ML.yml?page=2&query=branch%3Amaster

[damccorm]

R: @jrmccluskey (small fix to #37917)

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