remove obsolete self._device in Trainer

[awaelchli]

Before submitting

• Was this discussed/approved via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?
• If you made a notable change (that affects users), did you update the CHANGELOG?

What does this PR do?

Follow up to #1791 which left behind an unused attribute _device in Trainer distrib parts.
It is not needed anymore since the device is now an attribute of LightningModule. Same for on_gpu, which can be determined by device.

Managing these properties in one place makes code less fragile.

PR review

Anyone in the community is free to review the PR once the tests have passed.
If we didn't discuss your PR in Github issues there's a high chance it will not be merged.

Did you have fun?

Make sure you had fun coding 🙃

[codecov]

Codecov Report

Merging #1849 into master will increase coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #1849   +/-   ##
======================================
  Coverage      88%     88%           
======================================
  Files          71      71           
  Lines        4488    4481    -7     
======================================
- Hits         3947    3944    -3     
+ Misses        541     537    -4