Enable multiple step run for adamw tests (on device training) (#14520)
(cherry picked from commit 414b73a02123b672e496326664cd2dc3bd6c6d24)
### Rework for PR https://github.com/microsoft/onnxruntime/pull/14068:
Enable multiple step run for adamw tests (on device training)
### Removed duplicated MACRO checks for training.
### Motivation and Context
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