chore: add meaningful logs to client initialization.

[HumairAK]

Description of your changes:
Resolve: #10800

Checklist:

• The title for your pull request (PR) should follow our title convention. Learn more about the pull request title convention used in this repository.

[google-oss-prow]

@HumairAK: The following tests failed, say /retest to rerun all failed tests or /retest-required to rerun all mandatory failed tests:

Test name	Commit	Details	Required	Rerun command
kubeflow-pipeline-upgrade-test	5c2d44b	link	false	/test kubeflow-pipeline-upgrade-test
kubeflow-pipeline-e2e-test	5c2d44b	link	false	/test kubeflow-pipeline-e2e-test

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[rimolive]

/lgtm

cc @chensun

[hbelmiro]

/lgtm

[chensun]

/lgtm

[google-oss-prow]

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This pull-request has been approved by: chensun

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