[bugfix] Upgrade minimum OpenAI version

[SolitaryThinker]

After #5649 landed, encountered follow error on openai 1.35. Installing the latest 1.43.0 resolved the issue, but we may be able to set a wider range as I don't know when the API was added.

cc @mgoin @K-Mistele @youkaichao

  File "/home/ray/anaconda3/lib/python3.9/runpy.py", line 188, in _run_module_as_main
    mod_name, mod_spec, code = _get_module_details(mod_name, _Error)
  File "/home/ray/anaconda3/lib/python3.9/runpy.py", line 111, in _get_module_details
    __import__(pkg_name)
  File "/mnt/user_storage/vllm-nsight/vllm/__init__.py", line 6, in <module>
    from vllm.entrypoints.llm import LLM
  File "/mnt/user_storage/vllm-nsight/vllm/entrypoints/llm.py", line 8, in <module>
    from vllm.entrypoints.chat_utils import (ChatCompletionMessageParam,
  File "/mnt/user_storage/vllm-nsight/vllm/entrypoints/chat_utils.py", line 17, in <module>
    from openai.types.chat import (ChatCompletionContentPartRefusalParam,
ImportError: cannot import name 'ChatCompletionContentPartRefusalParam' from 'openai.types.chat' (/home/ray/anaconda3/lib/python3.9/site-packages/openai/types/chat/__init__.py)

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[mgoin]

LGTM, I updated to 1.40 since that seemed to be the floor in my testing

[DarkLight1337]

Thanks for the fix!