Found the issue: my bad practice for import 😛
You need to import clearml before doing argument parser. Bad way:

import argparse

def handleArgs():

    parser = argparse.ArgumentParser()
    parser.add_argument('-c', '--config-file', type=str, default='train_config.yaml',
                        help='train config file')   
    parser.add_argument('--device', type=int, default=0,
                        help='cuda device index to run the training')

    args = parser.parse_args()
    return args

if __name__ == "__main__":
    args=handleArgs()

    from clearml import Task
    task = Task.init(project_name='bugs', task_name='argparse',reuse_last_task_id=False)
    print("Done.")

Should be:

import argparse
from clearml import Task

def handleArgs():

    parser = argparse.ArgumentParser()
    parser.add_argument('-c', '--config-file', type=str, default='train_config.yaml',
                        help='train config file')   
    parser.add_argument('--device', type=int, default=0,
                        help='cuda device index to run the training')

    args = parser.parse_args()
    return args

if __name__ == "__main__":
    args=handleArgs()


    task = Task.init(project_name='bugs', task_name='argparse',reuse_last_task_id=False)
    print("Done.")