Fix race condition on cleaning checkpoints when save_total_limit set to 1
Author: radcheb
Pull request: yes

# What does this PR do?

This PR fixes #20988 by testing whether the worker process is allowed to save (`self.args.should_save` is set to True).
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Fixes #20988


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Comments:
_The documentation is not available anymore as the PR was closed or merged._

It's you to thank @sgugger  for you quick review. I've just fixed the style and pushed.