Improve consistency of SGE cluster object with other clusters

[kathoef]

I tried to access *Cluster.config_name for all available clusters during a test scenario currently developed here. This was possible for all clusters, except SGE. To have the cluster objects consistent the attribute should be added, I think.

[willirath]

Looks like an opportunity to try team mentions:

@dask/sge, this one is for you.

[lesteve]

Looks like this was some forgotten clean-up from #366 and cluster classes are not supposed to have the config_name class parameter ...

If you need it from the cluster class, you can use self.job_cls.default_config_name().

I am going to close this one and merge #426 instead.

[kathoef]

Great, that looks like a better thing to do!