Set retry policy to DEFAULT_RETRY when initializing BlobWriter. (#31468)

* Set retry policy to DEFAULT_RETRY when initializing BlobWriter.

* Fix lint

* Fix import according to reviewer feedback.

sdks/python/apache_beam/io/gcp/gcsio.py

@@ -39,6 +39,7 @@
 from google.cloud.exceptions import NotFound
 from google.cloud.storage.fileio import BlobReader
 from google.cloud.storage.fileio import BlobWriter
+from google.cloud.storage.retry import DEFAULT_RETRY
 
 from apache_beam import version as beam_version
 from apache_beam.internal.gcp import auth
@@ -542,5 +543,6 @@ def __init__(
         blob,
         content_type=content_type,
         chunk_size=chunk_size,
-        ignore_flush=ignore_flush)
+        ignore_flush=ignore_flush,
+        retry=DEFAULT_RETRY)
     self.mode = "w"