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

[buenaflor]

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

### Tasks
- [ ] https://github.com/getsentry/sentry-cocoa/issues/4620
- [ ] https://github.com/getsentry/sentry-java/issues/3981
- [ ] https://github.com/getsentry/sentry-dart/issues/2213
- [ ] https://github.com/getsentry/sentry-react-native/issues/4372
- [x] ~KMP depends on native sdks~