Lightning App Fixes from Training Studio App dev

[tchaton]

What does this PR do?

This PR introduces several fixes or usability improvements done while developing the Training Studio App.

Fixes #<issue_number>

Does your PR introduce any breaking changes? If yes, please list them.

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[manskx]

@tchaton could you add a description to this PR explaining what this PR is fixing ? This helps anyone who reviews the PR also for the changelog.

[Borda]

@tchaton, any update here?

[Borda]

seems examples are failing on Windows:

Traceback (most recent call last):
  File "c:\hostedtoolcache\windows\python\3.8.10\x64\lib\site-packages\pytest_timeout.py", line 424, in timeout_timer
    stdout, stderr = capman.read_global_capture()
  File "c:\hostedtoolcache\windows\python\3.8.10\x[64](https://github.com/Lightning-AI/lightning/actions/runs/3039117114/jobs/4893683157#step:12:65)\lib\site-packages\_pytest\capture.py", line 690, in read_global_capture
    assert self._global_capturing is not None
AssertionError
Error: Process completed with exit code 1.

[codecov]

Codecov Report

Merging #14532 (d9ea213) into master (16b4644) will increase coverage by 34%.
The diff coverage is 53%.

❗ Current head d9ea213 differs from pull request most recent head 157b10b. Consider uploading reports for the commit 157b10b to get more accurate results

@@            Coverage Diff            @@
##           master   #14532     +/-   ##
=========================================
+ Coverage      51%      85%    +34%     
=========================================
  Files         381      327     -54     
  Lines       27575    25821   -1754     
=========================================
+ Hits        14026    21934   +7908     
+ Misses      13549     3887   -9662     

lets see test results...