refactor on_gpu handling in checkpoint connector

[awaelchli]

What does this PR do?

Part of #7652

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[codecov]

Codecov Report

Merging #7860 (d83a2c9) into master (009e05d) will decrease coverage by 5%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #7860    +/-   ##
=======================================
- Coverage      93%     88%    -5%     
=======================================
  Files         202     202            
  Lines       13054   13054            
=======================================
- Hits        12088   11461   -627     
- Misses        966    1593   +627     

[tchaton]

LGTM ! The private attribute looks a bit odd tough: self.trainer._device_type