[CLI] Drop ArgumentParser when pickling and save before spawning

[carmocca]

What does this PR do?

• Save the LightningCLI config on setup and only on the main process. Fixes SaveConfigCallback: Race condition with ddp. #8003. This will also be necessary for Call any trainer function from the LightningCLI #7508
• Drop the LightningCLI ArgumentParser when pickling. Fixes CLI: PicklingError: logger cannot be pickled #8010
• Skip broadcast if distributed not initialized for the spawn plugins. This is necessary because trainer.log_dir calls broadcast and we need to access it in the setup hook, where distributed has not been initialized for spawn

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[codecov]

Codecov Report

Merging #8017 (d2acbfa) into master (01f594b) will decrease coverage by 5%.
The diff coverage is 69%.

@@           Coverage Diff           @@
##           master   #8017    +/-   ##
=======================================
- Coverage      93%     88%    -5%     
=======================================
  Files         213     213            
  Lines       13808   13817     +9     
=======================================
- Hits        12809   12144   -665     
- Misses        999    1673   +674