Added save_config_filename init argument to LightningCLI

[mauvilsa]

What does this PR do?

Fixes #7679

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[codecov]

Codecov Report

Merging #7741 (1be09d3) into master (9304c0d) will decrease coverage by 5%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #7741    +/-   ##
=======================================
- Coverage      93%     88%    -5%     
=======================================
  Files         199     199            
  Lines       12963   12965     +2     
=======================================
- Hits        11992   11375   -617     
- Misses        971    1590   +619