Fix flaky test for dp saved tensor hooks (#63324)

Fix flaky test for dp saved tensor hooks (#63324)

Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/63324

Fix for https://www.internalfb.com/tasks/?t=98258963
`catch_warnings` seem to only trigger once in certain cases where it
should trigger twice.
This test is only meant to test whether hooks are trigger / not trigger,
so changing it to self.assertGreater is ok.

Test Plan: Imported from OSS

Reviewed By: albanD

Differential Revision: D30340833

Pulled By: Varal7

fbshipit-source-id: 1bfb9437befe9e8ab8f95efe5f513337fa9bdc5c