[tests] reset report_to to none, avoid deprecation warning
This PR fixes the warnings:
```
The default value for the training argument `--report_to` will change in v5 (from all installed integrations to none). 
In v5, you will need to use `--report_to all` to get the same behavior as now. You should start updating your code 
and make this info disappear :-).
```
by setting `report_to=[]`, which also makes the tests a tad faster by not doing any reporting, unless the test explicitly asks for it.

@sgugger 