Explicitly enable grad in closure

[0x404]

What does this PR do?

When using optimizers from certain third-party libraries (such as Hugging Face's AdamW), their optimizer.step is decorated with torch.no_grad. However, Lightning encapsulates hooks like training_step and backward within a closure, which is executed during optimizer.step. This results in calculations within training_step that rely on gradients not having access to gradients.

To address this issue, the Closure.closure is decorated with torch.enable_grad. This ensures that gradients can be computed correctly within optimizer.step, while the remaining parts of the optimizer can still benefit from the no_grad context.

Fixes #18254

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[awaelchli]

Thanks @0x404 for jumping on this so quickly. Great improvement.