[Misc] Aliases in typing are deprecated since py 3.9

[Skeleton003]

🔨Work Item

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Project tracker: https://github.com/orgs/dmlc/projects/2

Description

According to https://docs.python.org/3/library/typing.html#deprecated-aliases , most of the aliases in typing are deprecated since python version 3.9. It is better to replace them with their alternatives.
However, given that many users are still using python<=3.8, maybe now is not the right time for a radical change. This issue is created to track this requirement.

Depending work items or issues

[Skeleton003]

According to https://www.dgl.ai/pages/start.html, current (2024/05/11) supported Python versions are 3.8, 3.9, 3.10, 3.11, 3.12. If one day python3.8 is no longer supported, we need to remove all imports of typing and replace them with their alternatives.