Fix SWA LR scheduler not being stepped

[adamreeve]

What does this PR do?

Fixes the stochastic weight averaging (SWA) LR scheduler not being stepped. This was broken in #11247, specifically here where a scheduler is no longer stepped if the opt_idx is None: https://github.com/PyTorchLightning/pytorch-lightning/pull/11247/files#diff-ab48e8df50bc4933f169ead5982b38d36f21250a013c9aae7c4974968de43b35L471-L472

This was picked up by my test changes in #9938 and I added a fix there, but it doesn't look like that PR is going to be merged for 1.6.0, so I thought it would be good to fix this separately to avoid a regression in 1.6.0.

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

None

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[codecov]

Codecov Report

Merging #12446 (7db46ab) into master (01d817c) will increase coverage by 32%.
The diff coverage is 100%.

❗ Current head 7db46ab differs from pull request most recent head 0fdf96c. Consider uploading reports for the commit 0fdf96c to get more accurate results

@@            Coverage Diff            @@
##           master   #12446     +/-   ##
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+ Coverage      56%      88%    +32%     
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  Files         215      215             
  Lines       18056    19229   +1173     
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+ Hits        10059    16901   +6842     
+ Misses       7997     2328   -5669