[small] multithreaded-pg guard attr (#93883)
currently the test
```
pytest test/distributed/test_multi_threaded_pg.py -vs
```
has errors
```
Traceback (most recent call last):
File "/private/home/howardhuang/.conda/envs/pytorch/lib/python3.9/threading.py", line 980, in _bootstrap_inner
self.run()
File "/private/home/howardhuang/.conda/envs/pytorch/lib/python3.9/threading.py", line 917, in run
self._target(*self._args, **self._kwargs)
File "/private/home/howardhuang/pytorch-projects/pytorch/torch/testing/_internal/common_distributed.py", line 1029, in _run
self._tls.precision = TestCase._precision
AttributeError: 'TestCollectivesWithBaseClass' object has no attribute '_tls'
```
Pull Request resolved: https://github.com/pytorch/pytorch/pull/93883
Approved by: https://github.com/awgu, https://github.com/wanchaol
