Add note about GradientState being in-sync with the dataloader by default

[muellerzr]

What does this PR do?

Adds a note in the docs about how during DDP the model will synchronize on the last step through the dataloader at the end, and how if this is a behavior not wanted it can be avoided.

Fixes #1847

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@BenjaminBossan

[HuggingFaceDocBuilderDev]

The documentation is not available anymore as the PR was closed or merged.

[BenjaminBossan]

Just nits, up to you if you want to address them, rest LGTM. Thanks.

[BenjaminBossan]

Thanks for clarifying the description, LGTM.