[python-package] add type hints on sklearn properties

[jameslamb]

Contributes to #3756.
Contributes to #3867.

Proposes adding type annotations on the remaining sklearn properties that don't have them.

Notes for Reviewers

This introduces a few new mypy errors, like this:

python-package/lightgbm/sklearn.py:979: error: Item "None" of "Optional[Booster]" has no attribute "feature_importance" [union-attr]
python-package/lightgbm/sklearn.py:986: error: Item "None" of "Optional[Booster]" has no attribute "feature_name" [union-attr]

Those are caused by the fact that some of these attributes are initialized to None and we know they'll be non-None is self.__sklearn_is_fitted__() is True...but mypy is rightly saying "hey as far as I know, this could be None at this point".

I'd like to propose fixes for those in a follow-up PR, so we can continue the conversation from #4837 (comment) there.

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