Fix "finished" status code in MLFlowLogger

[Forbu]

What does this PR do?

A very simple modification of the MLFlowLogger class to handle the slurm plugin.

Fixes #16332

Does your PR introduce any breaking changes?

Minimal change.
MLflow accept ['RUNNING', 'SCHEDULED', 'FINISHED', 'FAILED', 'KILLED'] as a list a status so nothing can break here.

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Did you have fun?

Make sure you had fun coding 🙃
Well looking at lightning code was fun ^^ it is my first real pull request on an open source repo :) (although very simple PR).

[awaelchli]

Thanks for the quick fix @Forbu