Disallow changing the device of a tensor via set_. (#18832)

Disallow changing the device of a tensor via set_. (#18832)

Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/18832
ghimport-source-id: fde4ad90541ba52dfa02bdd83466f17e6541e535

Stack from [ghstack](https://github.com/ezyang/ghstack):
* #18833 [STACK] Cache device on TensorImpl; clean up TensorImpl constructors.
* **#18832 [STACK] Disallow changing the device of a tensor via set_.**
* #18831 [STACK] Stop swapping in Storages of the wrong device for Tensors.

This is necessary to cache the device on a TensorImpl.

Differential Revision: D14766231

fbshipit-source-id: bba61634b2d6252ac0697b96033c9eea680956e8