NO _loss_tracker on train_on_batch because compile model multiple times. Possible Bug. 
Same code of a GAN works perfectly in Keras 3.3 but doesn´t work in keras 3.6. There is an error on train_on_batch I believe is because an bug introduce in a change in Keras 3.6 
The code is this:

    import numpy as np
    import matplotlib.pyplot as plt
    import random
    
    from keras.datasets import mnist
    from keras.utils import plot_model
    from keras.models import Sequential, Model
    from keras.layers import (Input, Conv2D, Dense, Activation, 
                             Flatten, Reshape, Dropout,
                             UpSampling2D, MaxPooling2D,
                             BatchNormalization, LeakyReLU, Conv2DTranspose,
                             GlobalMaxPooling2D)
    from keras.losses import BinaryCrossentropy
    from keras.optimizers import Adam
    from keras.metrics import Mean, Accuracy
    from keras.backend import backend
    from keras.random import SeedGenerator, uniform, normal
    from keras import ops
    
    !pip list | grep keras
    
    (X_train, Y_train), (X_test, Y_test) = mnist.load_data()
    X_train = X_train.astype('float32')/127.5 -1
    X_train = np.expand_dims(X_train, axis = 3)
    
    def create_generator():
        generator = Sequential(
            [
                Input(shape = (100,)),
                Dense(7 * 7 * 128),
                LeakyReLU(0.2),
                Reshape((7, 7, 128)),
                Conv2DTranspose(128, 4, 2, "same"),
                LeakyReLU(0.2),
                Conv2DTranspose(256, 4, 2, "same"),
                LeakyReLU(0.2),
                Conv2D(1, 7, padding = "same", activation = "tanh"),
            ],
            name = "generator",
        )
        return generator
    
    def create_discriminator():
        discriminator = Sequential(
            [
                Input(shape = (28, 28, 1)),
                Conv2D(64, 3, 2, "same"),
                LeakyReLU(0.2),
                Conv2D(128, 3, 2, "same"),
                LeakyReLU(0.2),
                Conv2D(256, 3, 2, "same"),
                LeakyReLU(0.2),
                Flatten(),
                Dropout(0.2),
                Dense(1, activation = "sigmoid"),
            ],
            name = "discriminator",
        )
        return discriminator
    
    generator = create_generator()
    discriminator = create_discriminator()
    
    discriminator.compile(loss = 'binary_crossentropy', optimizer = Adam(), metrics = ['accuracy'])
    discriminator.trainable = False
    
    
    ###Print for debugging/show the error 
    print('---Debugging/show the error after compiled discriminator and before compiled combined---')
    print('discriminator.compiled ->', discriminator.compiled)
    print('discriminator.optimizer ->', discriminator.optimizer)
    print('discriminator.train_function ->', discriminator.train_function)
    print('discriminator.train_step ->', discriminator.train_step)
    print('discriminator.metrics ->', discriminator.metrics)
    print('discriminator._loss_tracker ->', discriminator._loss_tracker)
    print('discriminator._jit_compile ->', discriminator._jit_compile)
    ###
    
    z = Input(shape=(100,))
    img = generator(z)
    validity = discriminator(img)
    
    combined = Model(z, validity)
    combined.compile(loss = 'binary_crossentropy', optimizer = Adam())
    
    ###Print for debugging/show the error
    print('---Debugging/show the error after compiled discriminator and combined---')
    print('discriminator.compiled ->', discriminator.compiled)
    print('discriminator.optimizer ->', discriminator.optimizer)
    print('discriminator.train_function ->', discriminator.train_function)
    print('discriminator.train_step ->', discriminator.train_step)
    print('discriminator.metrics ->', discriminator.metrics)
    print('discriminator._loss_tracker ->', discriminator._loss_tracker)
    print('discriminator._jit_compile ->', discriminator._jit_compile)
    ###
    
    def train(X_train, generator, discriminator, combined, epochs, batch_size = 32, sample_interval = 100):
        valid = np.ones((batch_size, 1))
        fake = np.zeros((batch_size, 1))
    
        history = {
            'd_loss' : [],
            'd_acc' : [],
            'g_loss' : []
        }
    
        for epoch in range(epochs):
            print("----EPOCH " + str(epoch) + '-----')
            for batch in range(int(len(X_train)/batch_size)):
                #  Train the Discriminator
                noise = np.random.normal(0, 1, (batch_size, 100))
                gen_imgs = generator.predict(noise, verbose = 0)
                imgs = X_train[batch*batch_size : (batch+1)*batch_size]
    
                #Print for debugging/show the error
                print('---Debugging/show the error---')
                print('discriminator.compiled ->', discriminator.compiled)
                print('discriminator.optimizer ->', discriminator.optimizer)
                print('discriminator._loss_tracker ->', discriminator._loss_tracker)
                print('discriminator._jit_compile ->', discriminator._jit_compile)
    
    
                d_loss_real = discriminator.train_on_batch(imgs, valid)
                d_loss_fake = discriminator.train_on_batch(gen_imgs, fake)
                d_loss = 0.5 * np.add(d_loss_real, d_loss_fake)
    
                # Train the Generator
                noise = np.random.normal(0, 1, (batch_size, 100))
                g_loss = combined.train_on_batch(noise, valid)
    
                # Save losses
                history['d_loss'].append(d_loss[0])
                history['d_acc'].append(d_loss[1])
                history['g_loss'].append(g_loss[0])
    
    train(X_train, generator, discriminator, combined, epochs = 2, batch_size = 256, sample_interval = 100)
    
    The error is this:
    
        Cell In[13], line 128, in train(X_train, generator, discriminator, combined, epochs, batch_size, sample_interval)
            124 print('discriminator._loss_tracker ->', discriminator._loss_tracker)
            125 print('discriminator._jit_compile ->', discriminator._jit_compile)
        --> 128 d_loss_real = discriminator.train_on_batch(imgs, valid)
            129 d_loss_fake = discriminator.train_on_batch(gen_imgs, fake)
            130 d_loss = 0.5 * np.add(d_loss_real, d_loss_fake)
        
        File ~/.local/lib/python3.10/site-packages/keras/src/backend/torch/trainer.py:468, in TorchTrainer.train_on_batch(self, x, y, sample_weight, class_weight, return_dict)
            465 self._symbolic_build(data_batch=data)
            466 self.make_train_function()
        --> 468 logs = self.train_function([data])
            469 logs = tree.map_structure(lambda x: np.array(x), logs)
            470 if return_dict:
        
        File ~/.local/lib/python3.10/site-packages/keras/src/backend/torch/trainer.py:117, in TorchTrainer.make_train_function.<locals>.one_step_on_data(data)
            115 """Runs a single training step on a batch of data."""
            116 data = data[0]
        --> 117 return self.train_step(data)
        
        File ~/.local/lib/python3.10/site-packages/keras/src/backend/torch/trainer.py:55, in TorchTrainer.train_step(self, data)
             50 self.zero_grad()
             52 loss = self._compute_loss(
             53     x=x, y=y, y_pred=y_pred, sample_weight=sample_weight, training=True
             54 )
        ---> 55 self._loss_tracker.update_state(
             56     loss, sample_weight=tree.flatten(x)[0].shape[0]
             57 )
             58 if self.optimizer is not None:
             59     loss = self.optimizer.scale_loss(loss)
        
        AttributeError: 'NoneType' object has no attribute 'update_state'.

The error says that self._loss_tracker.update_state is None when is should be metrics_module.Mean(name="loss") as is been compiled.
The print that I write in the code shows that after compiled the discriminator and before the combined:

    ---Debugging/show the error after compiled discriminator and before compiled combined---
    discriminator.compiled -> True
    discriminator.optimizer -> <keras.src.optimizers.adam.Adam object at 0x77ecf6bb0a00>
    discriminator.train_function -> None
    discriminator.train_step -> <bound method TensorFlowTrainer.train_step of <Sequential name=discriminator, built=True>>
    discriminator.metrics -> [<Mean name=loss>, <CompileMetrics name=compile_metrics>]
    discriminator._loss_tracker -> <Mean name=loss>
    discriminator._jit_compile -> True

However after compiled the combined:
  discriminator.compiled -> True
  discriminator.optimizer -> <keras.src.optimizers.adam.Adam object at 0x77ecf6bb0a00>
  discriminator.train_function -> None
  discriminator.train_step -> <bound method TensorFlowTrainer.train_step of <Sequential name=discriminator, built=True>>
  discriminator.metrics -> []
  discriminator._loss_tracker -> None
  discriminator._jit_compile -> True

So the problems realives that compiling the combined erases the metrics (loss_tracks,...) of the discriminator what it shouldn't and keeps the discriminator as compiled when it shouldn´t becouse it undo the compiled. I belive the bug relieves in a change introduce in Keras 3.6 that  change the compile of keras/src/trainers/trainer.py:
![aux](https://github.com/user-attachments/assets/02722eb9-c962-4244-9151-85373504e5ed)
The function self._clear_previous_trainer_metrics not only clears the metrics of combined but also of discriminator what that makes that discriminator not having proper metrics. 
![aux2](https://github.com/user-attachments/assets/356c42f1-f09b-4141-84f4-fe4ab99eb972).
My pull request to this possible error is: https://github.com/keras-team/keras/pull/20473
I try the code with the thee backeends and happens always
I hope it help ! :)