[Misc] Aliases in `typing` are deprecated since py 3.9

## 🔨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