[Feature] Better error messages during GC

[vmoens]

Description

Improves the error messages or remove unreadable error messages during program closure as pointed in #762.
To test the feature with envs and collectors: error messages after this PR should be more readable in these two cases:

python -c """
import gym
from torchrl.envs.libs.gym import GymWrapper

gym_env = gym.make('CartPole-v1')
env = GymWrapper(gym_env)                        
"""                                              

and for collectors:

MAX_IDLE_COUNT=10 python -c """
import gym
from torchrl.envs.libs.gym import GymWrapper
from torchrl.envs import EnvCreator, ParallelEnv
gym_env = gym.make('CartPole-v1')
env = ParallelEnv(4, EnvCreator(lambda: GymWrapper(gym_env)))
from torchrl.collectors.collectors import RandomPolicy, MultiaSyncDataCollector
c = MultiaSyncDataCollector([env, env], RandomPolicy(env.action_spec))
"""