Fixing the GymWrapper Logging issue (#5201)

(cherry picked from commit 8457c5bf87dcd943eb200a68735d48f84864448c)

ml-agents-envs/mlagents_envs/logging_util.py

 import logging  # noqa I251
+import sys
 
 CRITICAL = logging.CRITICAL
 FATAL = logging.FATAL
     specified by set_log_level()
     """
     logger = logging.getLogger(name=name)
-
+
+    handler = logging.StreamHandler(stream=sys.stdout)
+    formatter = logging.Formatter(fmt=LOG_FORMAT, datefmt=DATE_FORMAT)
+    handler.setFormatter(formatter)
+    logger.addHandler(handler)
 
     # Keep track of this logger so that we can change the log level later
     _loggers.add(logger)
     """
     global _log_level
     _log_level = log_level
-
-    # Configure the log format.
-    # In theory, this would be sufficient, but if another library calls logging.basicConfig
-    # first, it doesn't have any effect.
-    logging.basicConfig(level=_log_level, format=LOG_FORMAT, datefmt=DATE_FORMAT)
 
     for logger in _loggers:
         logger.setLevel(log_level)