Testing: Add type annotations to config.py

[rdimaio]

#6588

[rdimaio]

Regarding the Pyright failure:

Found 5 new problems in /home/runner/work/rucio/rucio/lib/rucio/core/credential.py
  - 5 errors with message """Object of type "None" is not subscriptable""".
    Candidates: line 152, 153, 154, 155, 199

I think this can be ignored - this issue existed prior to the type annotations change, and it's due to the fact that cred might not exist when it's accessed in those lines in credential.py (as get_rse_credentials might raise ErrorLoadingCredentials. credential.py has to check that cred exists first.