[test_nn] move init tests from test_nn (#89202)
Ref: https://github.com/pytorch/pytorch/issues/63085
Note: Doesn't need corresponding XLA PR as the migrated tests were not run on XLA (as they weren't in TestNNDeviceType).
Pull Request resolved: https://github.com/pytorch/pytorch/pull/89202
Approved by: https://github.com/albanD
