[ml] Fix azure/ai/ml/_internal mypy errors

[diondrapeck]

Description

Fix _internal mypy errors. Errors that cannot be solved in this PR were annotated with #type: ignore and Bug items assigned to codeowners. The remaining mypy errors in the azure-ai-ml package will be addressed by @CoderKevinZhang's open PRs.

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All SDK Contribution checklist:

• [x] The pull request does not introduce [breaking changes]
• [x] CHANGELOG is updated for new features, bug fixes or other significant changes.
• [x] I have read the contribution guidelines.

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• [x] Title of the pull request is clear and informative.
• [x] There are a small number of commits, each of which have an informative message. This means that previously merged commits do not appear in the history of the PR. For more information on cleaning up the commits in your PR, see this page.

Testing Guidelines

• [x] Pull request includes test coverage for the included changes.

[azure-sdk]

API change check

APIView has identified API level changes in this PR and created following API reviews.

azure-ai-ml