[BugFix] Fix partial device transfers in collector

[vmoens]

Stack from ghstack (oldest at bottom):

• [Example] Using Collector's device args #2705
• [BugFix] Fix device transfer for collectors with init_random_frames mixed devices #2704
• -> [BugFix] Fix partial device transfers in collector #2703

[pytorch-bot]

🔗 Helpful Links

🧪 See artifacts and rendered test results at hud.pytorch.org/pr/pytorch/rl/2703

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❌ 3 New Failures, 7 Pending, 4 Unrelated Failures

As of commit f64958f with merge base c5f1565 ():

NEW FAILURES - The following jobs have failed:

• Build Windows Wheels / pytorch/rl / upload / wheel-py3_9-cuda12_6 (gh)
  Unable to download artifact(s): Artifact not found for name: pytorch_rl__3.9_cu126_
• Continuous Benchmark (PR) / CPU Pytest benchmark (gh)
  Process completed with exit code 1.
• Continuous Benchmark (PR) / GPU Pytest benchmark (gh)
  Process completed with exit code 1.

BROKEN TRUNK - The following jobs failed but were present on the merge base:

👉 Rebase onto the `viable/strict` branch to avoid these failures

• Build Windows Wheels / pytorch/rl / upload / wheel-py3_9-cpu (gh) (trunk failure)
  Unable to download artifact(s): Artifact not found for name: pytorch_rl__3.9_cpu_
• Build Windows Wheels / pytorch/rl / upload / wheel-py3_9-cuda11_8 (gh) (trunk failure)
  Unable to download artifact(s): Artifact not found for name: pytorch_rl__3.9_cu118_
• Build Windows Wheels / pytorch/rl / upload / wheel-py3_9-cuda12_4 (gh) (trunk failure)
  Unable to download artifact(s): Artifact not found for name: pytorch_rl__3.9_cu124_
• Unit-tests on Windows / unittests-cpu / windows-job (gh) (trunk failure)
  Process completed with exit code 1.

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