Fix skip of test_training_gradient_checkpointing (#34723)
19d58d31f has introduced a context manager to manage subtests of
test_training_gradient_checkpointing. However, test body was not
moved under "with" statement. Thus, while tests are correctly
marked as skipped, test bodies were still executed. In some cases,
as with llama this caused attribute errors.
Fixes: #34722
Fixes: 19d58d31f ("Add MLLama (#33703)")
Signed-off-by: Dmitry Rogozhkin <dmitry.v.rogozhkin@intel.com>