[FSDP] Fix `device_id` when buffer-only module (#103504)
There was an issue reported internally that with `sync_module_states=True`, if the model had buffers on CPU, even with `device_id` specified, FSDP would try to broadcast CPU buffers, leading to an error like:
```
RuntimeError: No backend type associated with device type cpu
```
After some investigation, I determined that we should _not_ fix this by moving the buffers to GPU just for the broadcast and then back to CPU. Instead, we should fix our `device_id` logic.
The issue is that we always used the _parameters_ as the proxy to tell whether we should move module states to the device specified by `device_id`. However, a module (often the root) may not have any parameters but have some buffers! In that case, the buffers are left on CPU even if `device_id` is specified. This PR fixes this by considering both parameters and buffers for movement to `device_id`.
Note that this PR preserves the logic that `ignored_modules` / `ignored_parameters` are not considered for this movement, meaning that ignored parameters are moved to `device_id`.
Note also that I had to move the unit test back from using MTPG to the normal PG since otherwise, I could not repro the original error. (It seems like MTPG does not complain if we try to use `dist._broadcast_coalesced()` with CPU tensors.)
Pull Request resolved: https://github.com/pytorch/pytorch/pull/103504
Approved by: https://github.com/rohan-varma
