Don't default to other weights file when use_safetensors=True
Author: amyeroberts
Pull request: yes

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Fixes #31649


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Comments:
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Looks good! Thank you so much for your help! @amyeroberts
It is so, so appreciated.

@amyeroberts Thank you. Although I think the changes make some sense,  I am not 100% sure if the current design is explicitly aiming to fail only when it tries to load from a remote repository. And when it is local, it is *designed* to not fail (i.e. always trust a local file).

Therefore I would prefer @LysandreJik to confirm it is a design or it is just a miss. 

@ydshieh Thanks for the review! 

> And when it is local, it is designed to not fail (i.e. always trust a local file).

That's a good point. If that's the case, then I think this is a bit more involved, as I think we'd need to update documentation to make it clearer and possibly revise some of the flags in `from_pretrained` as this means `trust_remote_code`, `local_files_only` and `use_safetensors` have overlap in control. I think the behaviour is clearer if `use_safetensors` just controls whether `.safetensors` files are used. 

Yes, I agree.

And regarding the two messages above, I don't think we want to 
> And when it is local, it is designed to not fail (i.e. always trust a local file).

We want local execution to behave exactly the same as it would with a remote repository. Otherwise, it can get very messy IMO.