Fix mypy in utilities.argparse

[stancld]

What does this PR do?

Part of #7037. This PR disentangles large #7218. It fixes mypy typing in utilities.argparse.py.

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[codecov]

Codecov Report

Merging #8124 (ef2fe36) into master (ba80534) will increase coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #8124   +/-   ##
======================================
  Coverage      88%     88%           
======================================
  Files         168     168           
  Lines       13975   13981    +6     
======================================
+ Hits        12344   12350    +6     
  Misses       1631    1631           

[Borda]

pls add it also here https://github.com/PyTorchLightning/pytorch-lightning/blob/ad957108128776463470830b3a5f4ad89be23002/setup.cfg#L184-L185

[stale]

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