Keep the training_step* output type

[carmocca]

What does this PR do?

Fixes #9968

TODO:

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Does your PR introduce any breaking changes? If yes, please list them.

None

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[carmocca]

This was a check for a warning in #3849 but it doesn't exist anymore

[carmocca]

Blocked by:

def test_kk():
    import numpy
    batch_output = [torch.tensor([0.1])]
    # FutureWarning: The input object of type 'Tensor' is an array-like implementing one of the corresponding protocols
    # (`__array__`, `__array_interface__` or `__array_struct__`); but not a sequence (or 0-D). In the future, this
    # object will be coerced as if it was first converted using `np.array(obj)`. To retain the old behaviour, you have
    # to either modify the type 'Tensor', or assign to an empty array created with
    # `np.empty(correct_shape, dtype=object)`.
    numpy.array(batch_output, dtype=object)