Remove training CIs from external PR CI list. (microsoft#23425)

### Description
<!-- Describe your changes. -->
Don't exit if there's an error starting a CI. It's most likely an
intermittent error (or invalid CI) so it's better to keep going so you
only have to try and kick off the failed CI later.

### Motivation and Context
<!-- - Why is this change required? What problem does it solve?
- If it fixes an open issue, please link to the issue here. -->
Remove invalid CIs from list

Author: skottmckay

tools/python/run_CIs_for_external_pr.py

@@ -35,9 +35,6 @@ def get_pipeline_names():
         "Linux QNN CI Pipeline",
         # mac
         "MacOS CI Pipeline",
-        # training
-        "orttraining-linux-ci-pipeline",
-        "orttraining-linux-gpu-ci-pipeline",
         # checks
         "onnxruntime-binary-size-checks-ci-pipeline",
         # big models
@@ -79,7 +76,8 @@ def run_gh_pr_command(command: list[str], check: bool = True):
     except subprocess.CalledProcessError as cpe:
         print(cpe)
         print(cpe.stderr)
-        sys.exit(-1)
+        # Exit if debugging. Otherwise keep going as it's most likely an intermittent failure.
+        # sys.exit(-1)
 
 
 def main():