Add IGW exclusion to not delete in phxdevops

[arsci]

Description

• Add name exclusion for IGW in phxdevops

TODOs

Read the Gruntwork contribution guidelines.

• Update the docs.
• Run the relevant tests successfully, including pre-commit checks.
• Ensure any 3rd party code adheres with our license policy or delete this line if its not applicable.
• Include release notes. If this PR is backward incompatible, include a migration guide.
• Attention Grunts - if this PR adds support for a new resource, ensure the nuke_sandbox and nuke_phxdevops jobs in .circleci/config.yml have been updated with appropriate exclusions (either directly in the job or via the .circleci/nuke_config.yml file) to prevent nuking IAM roles, groups, resources, etc that are important for the test accounts.

Release Notes

Added name exclusion for IGW in phxdevops

[brikis98]

Sorry to be a pain, but could you make even more context? This says what it does, but not why?

Something like, "We use the Default VPC in many of our tests, and without an IGW, ..."

[brikis98]

Thank you! LGTM 👍