Fix PSS test (install oauth2-proxy)

Signed-off-by: Mathew Wicks <5735406+thesuperzapper@users.noreply.github.com>

.github/workflows/pss_test.yaml

@@ -30,7 +30,7 @@ jobs:
     - name: Install cert-manager
       run: ./tests/gh-actions/install_cert_manager.sh
 
-    - name: Install Istio CNI (with external authentication)
+    - name: Install Istio CNI
       run: ./tests/gh-actions/install_istio-cni.sh
 
     - name: Configure istio init container with seccompProfile attribute
@@ -43,6 +43,9 @@ jobs:
         kubectl apply -f temporary_patch.yaml
         rm temporary_patch.yaml
 
+    - name: Install oauth2-proxy
+      run: ./tests/gh-actions/install_oauth2-proxy.sh
+
     - name: Create kubeflow namespace
       run: kustomize build common/kubeflow-namespace/base | kubectl apply -f -