Revert "Remove `set_default_dtype` from nn tests (#105775)"
This reverts commit 4d6a891baf2224cfa81bfe7632cf08be50812216.
Reverted https://github.com/pytorch/pytorch/pull/105775 on behalf of https://github.com/huydhn due to Sorry for reverting you change, it is failing one of the slow test in trunk ([comment](https://github.com/pytorch/pytorch/pull/105775#issuecomment-1675460195))
