Is your feature request related to a problem? Please describe.
For OAuth2Client for example, there's no way to configure the agent to make use of keep alive.

Describe the solution you'd like
Ideally, the constructor for all AuthClient sub-classes accept options that would be passed to gaxios, which would allow setting the agent

Describe alternatives you've considered
I think one could maybe overwrite the transporter ivar with one that is sub-classes to set an agent, but that feels bad.

Additional context
Nearly all of the API wrappers in https://github.com/googleapis/google-api-nodejs-client use a similar constructor pattern, wherein all of the constructor options are a subset of gaxios options.