Add mysqlclient dependency to address missing MySQLdb module

[shunping]

From the following failed test in PR #35501
https://github.com/apache/beam/runs/45163445946, looks like we need to install this dependency

[github-actions]

Assigning reviewers:

R: @damccorm for label build.

Note: If you would like to opt out of this review, comment assign to next reviewer.

Available commands:

• stop reviewer notifications - opt out of the automated review tooling
• remind me after tests pass - tag the comment author after tests pass
• waiting on author - shift the attention set back to the author (any comment or push by the author will return the attention set to the reviewers)

The PR bot will only process comments in the main thread (not review comments).

[shunping]

If adding the dialect (mentioned in #35501 (comment)) works, we don't need this PR.

[shunping]

Given that the failed test has passed again with the fix in #35501, I think we no longer need to add this dependency. Closing this PR.