link mpi when either use_mpi or use_nccl enabled (#14467)

### Only link mpi when either use_mpi or use_nccl enabled

To fix the issue #14278. 

Talked with @askhade, we think if users want to enable NCCL/MPi but MPI
is not found, it should be failure instead of warning.
So this PR made the change. As a result, to make CIs pass, we need
disable NCCL/MPI explicitly in the build command. This PR take an
alternative approach, e.g. since NCCL and MPi are not used for
customers, disable NCCL by default if "--disable_nccl" not specified,
disable MPI by default if "--use_mpi" not specified.

### 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. -->

cmake/CMakeLists.txt

@@ -1347,19 +1347,22 @@ if (onnxruntime_ENABLE_TRAINING)
 
     find_package(MPI)
 
-    if (MPI_CXX_FOUND)
-      message( STATUS "MPI Version: ${MPI_CXX_VERSION}")
-      message( STATUS "MPI (include: ${MPI_CXX_INCLUDE_DIRS}, library: ${MPI_CXX_LIBRARIES})" )
-      mark_as_advanced(MPI_CXX_INCLUDE_DIRS MPI_CXX_LIBRARIES)
-      list(APPEND onnxruntime_EXTERNAL_LIBRARIES ${MPI_CXX_LIBRARIES} ${MPI_CXX_LINK_FLAGS})
-    else ()
-      set(onnxruntime_USE_NCCL OFF)
-      set(onnxruntime_USE_MPI OFF)
-      message( WARNING "MPI is not found. Please define onnxruntime_MPI_HOME to specify the path of MPI. Otherwise, NCCL will be disabled." )
+    if (onnxruntime_USE_MPI OR onnxruntime_USE_NCCL)
+      if (MPI_CXX_FOUND)
+        message( STATUS "MPI Version: ${MPI_CXX_VERSION}")
+        message( STATUS "MPI (include: ${MPI_CXX_INCLUDE_DIRS}, library: ${MPI_CXX_LIBRARIES})" )
+        mark_as_advanced(MPI_CXX_INCLUDE_DIRS MPI_CXX_LIBRARIES)
+        list(APPEND onnxruntime_EXTERNAL_LIBRARIES ${MPI_CXX_LIBRARIES} ${MPI_CXX_LINK_FLAGS})
+      else ()
+        message(
+          FATAL_ERROR
+          "MPI is not found. Please define onnxruntime_MPI_HOME to specify the path of MPI. Otherwise, NCCL will be disabled."
+        )
+      endif()
     endif()
 
     # Find NCCL and MPI
-    if (onnxruntime_USE_NCCL AND MPI_CXX_FOUND)
+    if (onnxruntime_USE_NCCL)
       if (onnxruntime_USE_CUDA)
         set(NCCL_LIBNAME "nccl")
       elseif (onnxruntime_USE_ROCM)
@@ -1417,13 +1420,15 @@ if (onnxruntime_ENABLE_TRAINING)
         add_definitions(-DORT_USE_NCCL=1)
         message( STATUS "NCCL is enabled in Linux GPU Build." )
       else ()
-        set(onnxruntime_USE_NCCL OFF)
-        message( WARNING "NCCL is not found. Please use --nccl_home to specify the path of NCCL. Otherwise, NCCL is disabled." )
+        message(
+          FATAL_ERROR
+          "NCCL is not found. Please use --nccl_home to specify the path of NCCL. Otherwise, NCCL is disabled."
+        )
       endif()
     endif()
   endif()
 
-  if (onnxruntime_USE_MPI AND MPI_CXX_FOUND)
+  if (onnxruntime_USE_MPI)
     add_definitions(-DUSE_MPI=1)
   endif()
 

tools/ci_build/build.py

@@ -192,10 +192,12 @@ def convert_arg_line_to_args(self, arg_line):
     parser.add_argument("--enable_training_apis", action="store_true", help="Enable ort training apis.")
     parser.add_argument("--enable_training_ops", action="store_true", help="Enable training ops in inference graph.")
 
-    parser.add_argument("--disable_nccl", action="store_true", help="Disable Nccl.")
+    parser.add_argument("--disable_nccl", action="store_false", help="Disable NCCL, by default NCCL is disabled.")
     parser.add_argument("--mpi_home", help="Path to MPI installation dir")
     parser.add_argument("--nccl_home", help="Path to NCCL installation dir")
-    parser.add_argument("--use_mpi", nargs="?", default=True, const=True, type=_str_to_bool)
+    parser.add_argument(
+        "--use_mpi", nargs="?", default=False, const=True, type=_str_to_bool, help="Disabled by default."
+    )
 
     # enable ONNX tests
     parser.add_argument(