MPI tests within the integration module tests should be run separately from the rest

[HideakiImamura]

What is an issue?

Currently, the MPI tests within the integration module tests often fail due to lack of resources. e.g. https://github.com/optuna/optuna/runs/6473604671?check_suite_focus=true. The tests itself will pass without problems if rerun, but it is too costly to rerun the entire integration module tests from scratch to rerun just the MPI tests.

I suggest separating MPI testing from the rest of the tests to reduce the cost of CI reruns.