Enable Go Integration tests on Windows for every PR

[belimawr]

I recently noticed that the Go integration tests are not running on Windows for every PR, we should enable them for at least one version of those OS.

They can be run with:

mage GoIntegTest

cc: @pazone @dliappis

[v1v]

I'd say we split this task into two GH issues:

1. The one for MacOS
2. The one for Windows

Probably this one can be related to one of them, so we only need to create one more.

I prefer, that approach so we can be sure things can move forward and avoid being blocked much

[belimawr]

That makes sense @v1v !

[belimawr]

Extracting the Mac part into a new issue: #43006