Minor fixes to wandb logger

[itwasabhi]

Description

Simplifications to wandb logger.

Motivation and Context

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[itwasabhi]

Seems like this was mistakenly copied from tensorbaord logger. I dont see why its needed here.

[vmoens]

Should I review this or is it still a draft?

[itwasabhi]

I havent ran tests, but please do review!

The changes should be good as is and work locally; i'm assuming I might be missing some context as to why this wasnt this simple in the first place :)