Updates to nightly github workflow. (#23008)

Some updates for debuggability and to make it more consistent with the tests run in `actions.yml`.

- Added backend information in tests, right now it's impossible to tell which test is which.
- Removed uninstall of `keras-nightly`, this was workaround added a long time ago which is no longer needed.
- Removed `install -e "."`, this is no longer needed as we added local import support.