Dataset.openml_url always returns a URL from the live server, even if the dataset is on the test server #899

Description

Dataset.openml_url always returns a URL from the live server, even if the dataset is on the test server

This is bad because people who publish on the test server by accident get the wrong URL and think that
dataset uploading is broken...

Steps/Code to Reproduce

See for instance the Dataset Upload example

diabetes_dataset.publish()
print(f"URL for dataset: {diabetes_dataset.openml_url}")
Out: URL for dataset: https://www.openml.org/d/24863

Expected Results

The correct URL should be displayed, e.g. by getting the server from the configuration.

Actual Results

The URL is always built using 'www.openml.org'

Versions

Darwin-19.3.0-x86_64-i386-64bit
Python 3.7.3 (default, Mar 27 2019, 16:54:48)
[Clang 4.0.1 (tags/RELEASE_401/final)]
NumPy 1.16.3
SciPy 1.2.1
Scikit-Learn 0.21.3
OpenML 0.11.0dev