There are also cases that are less justified that you might have, especially once you start going down the road of "my dev environment should be a clone of production"
If you have an Employee model and it returns certain attributes of an employee like Salary, you might have tests that depend on the structure of an employee. You might have, say, Job and Position models which define an employee-job and the base definition of the particular job. Say Position has a salary range associated, and Job has validation rules which check that the salary is in range.
You could define factories for all those things, or you could use real examples that are served by a live Employee API.
The canonical way to address this is with factories and mocks, if you have time do that! (It will probably save you in the long-run, when that complexity has grown a bit.)
If you just grab the example person whose salary is out of the range for their position and quickly test that the behavior in nearby modules matches your expectations, well, those are still tests, and you could be forgiven for writing them this way.
I think they call these the "London" and "Detroit" styles of mocking, but the short version IMHO is that a mistake was making dev as a clone of production, and any errors in judgement that came after that were merely coping mechanisms.
If you want your tests to tell you when something has changed that requires your attention, you need a test that hits this Employee API and will fail if the structure of the employees returned is no longer conforming to your expectations, even though it's external. The design of such a thing is something I won't profess to know how to do well.
(It's better to version your API and write a changelog that tells what you need to know if the old version has been replaced by a new version, but if you're writing these microservices all for yourself it can seem pedantic to explicitly version your API, too. There are also coping mechanisms you'll need to embrace once you get to "we're not incrementing the API version" and surprise, many of them are the same ones...)