[DDP] Dont set thread local state in reducer autograd hook. (#62996)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/62996
No need to set this because autograd engine already propagates TLS
states.
ghstack-source-id: 135438220
Test Plan: CI
Reviewed By: albanD
Differential Revision: D30202078
fbshipit-source-id: e5e917269a03afd7a6b8e61f28b45cdb71ac3e64
