Fix params_with_grad in FSDP when the model has frozen parameters

[whbldhwj]

What does this PR do?

For frozen parameters, params_with_grad will silent fail as the param's grad is None and there is no attribute of main_grad for it.
This could lead to false behavior in the gradient clipping when params_with_grad is called.

This PR fixes this issue by checking if the grad has set the requires_grad to True at first.

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