[NeMo-UX] Fix a minor bug with async checkpointing

[github-actions]

Because self._last_global_step_saved is being set within the finalize fn, it is only updated when a checkpoint is finalized. This causes an erroneous mismatch between self._last_global_step_saved and trainer.global_step, so this PTL check returns False when it should return True. This causes some checkpoints to get saved twice, once on_train_batch_end and once on_validation_end. This fixes the problem by updating self._last_global_step_saved outside of the finalize function.

What does this PR do ?

Add a one line overview of what this PR aims to accomplish.

Collection: [Note which collection this PR will affect]

Changelog

• Add specific line by line info of high level changes in this PR.

Usage

• You can potentially add a usage example below

# Add a code snippet demonstrating how to use this 

GitHub Actions CI

The Jenkins CI system has been replaced by GitHub Actions self-hosted runners.

The GitHub Actions CI will run automatically when the "Run CICD" label is added to the PR.
To re-run CI remove and add the label again.
To run CI on an untrusted fork, a NeMo user with write access must first click "Approve and run".

Before your PR is "Ready for review"

Pre checks:

• Make sure you read and followed Contributor guidelines
• Did you write any new necessary tests?
• Did you add or update any necessary documentation?
• Does the PR affect components that are optional to install? (Ex: Numba, Pynini, Apex etc)
  • Reviewer: Does the PR have correct import guards for all optional libraries?

PR Type:

• New Feature
• Bugfix
• Documentation

If you haven't finished some of the above items you can still open "Draft" PR.

Who can review?

Anyone in the community is free to review the PR once the checks have passed.
Contributor guidelines contains specific people who can review PRs to various areas.

Additional Information

• Related to # (issue)