Ensure Sentry is able to initialize without DSN if Spotlight is enabled

[krystofwoldrich]

Description

As part of the requirement to make Spotlight compatible with SDKs, the SDKs should be able to initialize without a DSN if Spotlight is enabled

Blocked by

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1. Ensure Sentry is able to initialize without DSN if Spotlight is enabled sentry-cocoa#4620
   Platform: Cocoa +1
2. Ensure Sentry is able to initialize without DSN if Spotlight is enabled sentry-java#3981
   Platform: Android Platform: Java +2

JS already supports this https://github.com/getsentry/sentry-javascript/blob/938fe65a1bb363bf92cb35df24edea27d3d75883/packages/core/src/baseclient.ts#L322

Tasks

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1. Check if JS layer can send events to Spotlight without changes on native