Desks: Fix DesktopHeaderManageWindowsMenuTest

With multiple desks, setting the immersive state in the repository only
takes effect if a display/desk exists and is active. This change updates
the test's set up to create and activate a default desk.

Also makes the menu nullable, so that future failures print the
assertion error instead of crashing because tearDown() threw an NPE.

Flag: com.android.window.flags.enable_multiple_desktops_backend
Bug: 411276711
Test: atest DesktopHeaderManageWindowsMenuTest
Change-Id: I52596c4dd8ad46dc41543e5ac74bdb3d08f6a836