Support for Pipeline Step `ModelStep` in Local Mode

### Product Version

- [ ] Amazon SageMaker Studio Classic
- [ ] Amazon SageMaker Studio
- [X] It is not related to SageMaker Studio

### Product Category

Pipelines

### Description

Currently, it seems registering a model in the model registry with `ModelStep` is [not supported in Local Mode](https://docs.aws.amazon.com/sagemaker/latest/dg/pipelines-local-mode.html). This breaks my efficient developer workflow ([others have praised Local Mode before](https://www.tecracer.com/blog/2024/06/an-unsung-hero-of-amazon-sagemaker-local-mode.html)). I can't develop my pipeline anymore locally if I want to use this step. It's recommended to use `ModelStep` over `CreateModelStep` step `RegisterModel` step according to the [docs](https://docs.aws.amazon.com/sagemaker/latest/dg/build-and-manage-steps-types.html).

### Other Details

I opened a support case with AWS Premium Support: 175706148400368.

This feedback issue names no repository files, tests, or implementation entry points. Start by reviewing the linked Local Mode and pipeline step documentation and reproducing ModelStep model registration locally; done means ModelStep registration works in Local Mode or the limitation is clearly documented.

Written by the indexing model from the issue text.