Fix set tracking uri in MLFlowLogger

[awaelchli]

What does this PR do?

Fixes #18393

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cc @Borda

[github-actions]

⚡ Required checks status: All passing 🟢

Groups summary

🟢 pytorch_lightning: Tests workflow

Check ID	Status
pl-cpu (macOS-11, lightning, 3.8, 1.11)	success	✅
pl-cpu (macOS-11, lightning, 3.9, 1.12)	success	✅
pl-cpu (macOS-11, lightning, 3.10, 1.13)	success	✅
pl-cpu (macOS-11, lightning, 3.10, 2.0)	success	✅
pl-cpu (macOS-11, lightning, 3.8, 1.11, oldest)	success	✅
pl-cpu (ubuntu-20.04, lightning, 3.8, 1.11)	success	✅
pl-cpu (ubuntu-20.04, lightning, 3.9, 1.12)	success	✅
pl-cpu (ubuntu-20.04, lightning, 3.10, 1.13)	success	✅
pl-cpu (ubuntu-20.04, lightning, 3.10, 2.0)	success	✅
pl-cpu (ubuntu-20.04, lightning, 3.8, 1.11, oldest)	success	✅
pl-cpu (windows-2022, lightning, 3.8, 1.11)	success	✅
pl-cpu (windows-2022, lightning, 3.9, 1.12)	success	✅
pl-cpu (windows-2022, lightning, 3.10, 1.13)	success	✅
pl-cpu (windows-2022, lightning, 3.10, 2.0)	success	✅
pl-cpu (windows-2022, lightning, 3.8, 1.11, oldest)	success	✅
pl-cpu (macOS-11, pytorch, 3.8, 1.13)	success	✅
pl-cpu (ubuntu-20.04, pytorch, 3.8, 1.13)	success	✅
pl-cpu (windows-2022, pytorch, 3.8, 1.13)	success	✅

These checks are required after the changes to src/lightning/pytorch/loggers/mlflow.py, tests/tests_pytorch/loggers/test_all.py, tests/tests_pytorch/loggers/test_mlflow.py.

🟢 pytorch_lightning: Azure GPU

Check ID	Status
[pytorch-lightning (GPUs) (testing Lightning	latest)](https://dev.azure.com/Lightning-AI/72ab7ed8-b00f-4b6e-b131-3388f7ffafa7/_build/results?buildId=171405&view=logs&jobId=47e66f3c-897a-5428-da11-bf5c7745762e)	success
[pytorch-lightning (GPUs) (testing PyTorch	latest)](https://dev.azure.com/Lightning-AI/72ab7ed8-b00f-4b6e-b131-3388f7ffafa7/_build/results?buildId=171405&view=logs&jobId=fe777007-6e77-5e50-6e71-fc5977ab193a)	success

These checks are required after the changes to src/lightning/pytorch/loggers/mlflow.py, tests/tests_pytorch/loggers/test_all.py, tests/tests_pytorch/loggers/test_mlflow.py.

🟢 pytorch_lightning: Benchmarks

Check ID	Status
lightning.Benchmarks	success	✅

These checks are required after the changes to src/lightning/pytorch/loggers/mlflow.py.

🟢 pytorch_lightning: Docs

Check ID	Status
docs-checks (pytorch, doctest)	success	✅
make-html (pytorch)	success	✅

These checks are required after the changes to src/lightning/pytorch/loggers/mlflow.py.

🟢 mypy

Check ID	Status
mypy	success	✅

These checks are required after the changes to src/lightning/pytorch/loggers/mlflow.py.

🟢 install

Check ID	Status
install-pkg (ubuntu-22.04, app, 3.8)	success	✅
install-pkg (ubuntu-22.04, app, 3.10)	success	✅
install-pkg (ubuntu-22.04, fabric, 3.8)	success	✅
install-pkg (ubuntu-22.04, fabric, 3.10)	success	✅
install-pkg (ubuntu-22.04, pytorch, 3.8)	success	✅
install-pkg (ubuntu-22.04, pytorch, 3.10)	success	✅
install-pkg (ubuntu-22.04, lightning, 3.8)	success	✅
install-pkg (ubuntu-22.04, lightning, 3.10)	success	✅
install-pkg (ubuntu-22.04, notset, 3.8)	success	✅
install-pkg (ubuntu-22.04, notset, 3.10)	success	✅
install-pkg (macOS-12, app, 3.8)	success	✅
install-pkg (macOS-12, app, 3.10)	success	✅
install-pkg (macOS-12, fabric, 3.8)	success	✅
install-pkg (macOS-12, fabric, 3.10)	success	✅
install-pkg (macOS-12, pytorch, 3.8)	success	✅
install-pkg (macOS-12, pytorch, 3.10)	success	✅
install-pkg (macOS-12, lightning, 3.8)	success	✅
install-pkg (macOS-12, lightning, 3.10)	success	✅
install-pkg (macOS-12, notset, 3.8)	success	✅
install-pkg (macOS-12, notset, 3.10)	success	✅
install-pkg (windows-2022, app, 3.8)	success	✅
install-pkg (windows-2022, app, 3.10)	success	✅
install-pkg (windows-2022, fabric, 3.8)	success	✅
install-pkg (windows-2022, fabric, 3.10)	success	✅
install-pkg (windows-2022, pytorch, 3.8)	success	✅
install-pkg (windows-2022, pytorch, 3.10)	success	✅
install-pkg (windows-2022, lightning, 3.8)	success	✅
install-pkg (windows-2022, lightning, 3.10)	success	✅
install-pkg (windows-2022, notset, 3.8)	success	✅
install-pkg (windows-2022, notset, 3.10)	success	✅

These checks are required after the changes to src/lightning/pytorch/loggers/mlflow.py.

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Thank you for your contribution! 💜

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