When running mvn hpi:run, jenkins runs locally and allows testing of the pagerduty-plugin, but testing the pipeline features requires additional plugins to be installed. Adding the plugins as test dependencies in the pom.xml should resolve this.
Because identifying the right versions can be tedious, I would also suggest adding the Bill of Materials for Jenkins Plugins here: https://github.com/jenkinsci/bom to further simplify managing those additional test dependencies.