the provider entities are created on (it and its CurrentUser
are honored so multi-provider callers create entities on the RIGHT server)
Create a new, unsaved entity object for the named entity. Mirrors
Metadata.GetEntityObject<T>(entityName, contextUser).
MJ entity name (e.g. MJ: ML Models)
OptionalcontextUser: UserInforequest user — required on the server for isolation/audit
Provider-bound IEntityFactory: every entity is created through the caller's provider, never the global
Metadatadefault.