Fix saving adapter weights after disabling DSD

[acisseJZhong]

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[ebsmothers]

I think this should happen outside the for loop at the end

[acisseJZhong]

sry, my brain died at the end of day 😞

[ebsmothers]

Thanks for the fix! Once CI is green I think this is good to merge

[codecov-commenter]

Codecov Report

Attention: Patch coverage is 66.66667% with 1 line in your changes missing coverage. Please review.

Project coverage is 66.86%. Comparing base (e6b9064) to head (8e8acff).
Report is 215 commits behind head on main.

Files with missing lines	Patch %	Lines
torchtune/training/_distributed.py	66.66%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #2351       +/-   ##
===========================================
+ Coverage   23.72%   66.86%   +43.14%     
===========================================
  Files         361      356        -5     
  Lines       21492    20943      -549     
===========================================
+ Hits         5098    14003     +8905     
+ Misses      16394     6940     -9454     

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