Adjust async_step_mqtt signature for strict typing

[epenet]

Proposed change

Adjust async_step_mqtt signature for strict typing, as follow-up to #59503, #59745 and #59751

See home-assistant/architecture#662

Type of change

• Dependency upgrade
• Bugfix (non-breaking change which fixes an issue)
• New integration (thank you!)
• New feature (which adds functionality to an existing integration)
• Breaking change (fix/feature causing existing functionality to break)
• Code quality improvements to existing code or addition of tests

Additional information

• This PR fixes or closes issue: fixes #
• This PR is related to issue:
• Link to documentation pull request:

Checklist

• The code change is tested and works locally.
• Local tests pass. Your PR cannot be merged unless tests pass
• There is no commented out code in this PR.
• I have followed the development checklist
• The code has been formatted using Black (black --fast homeassistant tests)
• Tests have been added to verify that the new code works.

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• Documentation added/updated for www.home-assistant.io

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  Updated and included derived files by running: python3 -m script.hassfest.
• New or updated dependencies have been added to requirements_all.txt.
  Updated by running python3 -m script.gen_requirements_all.
• For the updated dependencies - a link to the changelog, or at minimum a diff between library versions is added to the PR description.
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[probot-home-assistant]

Hey there @emontnemery, mind taking a look at this pull request as it has been labeled with an integration (mqtt) you are listed as a code owner for? Thanks!
_{^{(message by CodeOwnersMention)}}

[probot-home-assistant]

Hey there @vangorra, @bdraco, mind taking a look at this pull request as it has been labeled with an integration (gogogate2) you are listed as a code owner for? Thanks!
_{^{(message by CodeOwnersMention)}}

[epenet]

Hey there @vangorra, @bdraco, mind taking a look at this pull request as it has been labeled with an integration (gogogate2) you are listed as a code owner for? Thanks! (message by CodeOwnersMention)

Sorry about the invalid prompt - I messed up the base branch when I created it. There should be no changes to gogogate2 in this PR, and I have rebased it correctly now.

[epenet]

Will need to be rebased after #59751 is merged

[epenet]

Rebased now that #59751 has been merged

[emontnemery]

Looks good, thanks @epenet 👍

[epenet]

CI failed just due to codecov/patch. All the rest passes.

[epenet]

Thanks @emontnemery