Fix strategies saving unsharded optimizer states
State: closed | Pull request: yes
Labels: name: Run CICD

# What does this PR do ?

Example CI failure: https://github.com/NVIDIA/NeMo/actions/runs/11828217381/job/32975003718#step:5:243

The current behavior is that when `ckpt_save_optimizer=True`, only the sharded optimizer states are included in the checkpoint dict. However when `ckpt_save_optimizer=False`, the unsharded optimizer states are still included in the checkpoint dict to be saved. This causes OOMs later on by default because:

1. Unsharded optimizer states are included in the common state dict here: https://github.com/NVIDIA/Megatron-LM/blob/e21ce31db7a1789b2346da0e0906231094fb8cf7/megatron/core/dist_checkpointing/state_dict_transformation.py#L56
2. In the subsequent check to validate the common state dict, an OOM occurs when all gathering optimizer states

This PR fixes the bug such that when `ckpt_save_optimizer=False`, the unsharded optimizer states will not be included in the checkpoint dict at all.

Test command that no longer errors out:
```
TORCHDYNAMO_DISABLE=1 python tests/lightning/test_ddp_parity_checker.py --vocab-path=/home/TestData/nlp/megatron_gpt/data/gpt/vocab.json --merges-path=/home/TestData/nlp/megatron_gpt/data/gpt/merges.txt --data-path=/home/TestData/nlp/megatron_gpt/data/gpt/simple_wiki_gpt_preproc_text_document
```

**Collection**: [Note which collection this PR will affect]

# Changelog 
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<!-- pylint-output-strict-mode-false -->

beep boop 🤖: 🙏 The following files have warnings. In case you are familiar with these, please try helping us to improve the code base.

---

Your code was analyzed with PyLint. The following annotations have been identified:

```
************* Module nemo.lightning.pytorch.strategies.fsdp_strategy
nemo/lightning/pytorch/strategies/fsdp_strategy.py:86:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:92:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:117:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:143:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:152:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:162:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:170:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:178:4: C0116: Missing function or method docstring (missing-function-docstring)
nemo/lightning/pytorch/strategies/fsdp_strategy.py:199:4: C0116: Missing function or method docstring (missing-function-docstring)

-----------------------------------
Your code has been rated at 9.83/10
```

---

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