Only run save dependencies on main branch

[thinkall]

Why are these changes needed?

The step "Save dependencies" will fail on PRs raised from forked FLAML repos. Skip this step for PRs.

Related issue number

Checks

• I've used pre-commit to lint the changes in this PR (note the same in integrated in our CI checks).
• I've included any doc changes needed for https://microsoft.github.io/FLAML/. See https://microsoft.github.io/FLAML/docs/Contribute#documentation to build and test documentation locally.
• I've added tests (if relevant) corresponding to the changes introduced in this PR.
• I've made sure all auto checks have passed.