[PyTorch] Fix backward compatibility for checkpoint loading

[ksivaman]

Description

Fix loading checkpoints created before #1799.

Type of change

• Documentation change (change only to the documentation, either a fix or a new content)
• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• Infra/Build change
• Code refactoring

Changes

• Check if state is None before proceeding to load.

Checklist:

• I have read and followed the contributing guidelines
• The functionality is complete
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation
• My changes generate no new warnings
• I have added tests that prove my fix is effective or that my feature works
• New and existing unit tests pass locally with my changes

[timmoon10]

This bug was causing some checkpointing tests to fail in Megatron-LM.

[ksivaman]

/te-ci pytorch