[DistDGL] fix device mismatch when calling all_to_all with gloo backend

[Rhett-Ying]

Description

Checklist

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [$CATEGORY] (such as [NN], [Model], [Doc], [Feature]])
• I've leverage the tools to beautify the python and c++ code.
• The PR is complete and small, read the Google eng practice (CL equals to PR) to understand more about small PR. In DGL, we consider PRs with less than 200 lines of core code change are small (example, test and documentation could be exempted).
• All changes have test coverage
• Code is well-documented
• To the best of my knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change
• Related issue is referred in this PR
• If the PR is for a new model/paper, I've updated the example index here.

Changes

[dgl-bot]

To trigger regression tests:

• @dgl-bot run [instance-type] [which tests] [compare-with-branch];
  For example: @dgl-bot run g4dn.4xlarge all dmlc/master or @dgl-bot run c5.9xlarge kernel,api dmlc/master

[dgl-bot]

Commit ID: aeecb1133e9271308a6cd5ef5382d03046fd4b2f

Build ID: 1

Status: ⚪️ CI test cancelled due to overrun.

Report path: link

Full logs path: link

[dgl-bot]

Commit ID: d31a205eac4fb72faf2e8b2f202593f01c3856e1

Build ID: 2

Status: ✅ CI test succeeded.

Report path: link

Full logs path: link

[Rhett-Ying]

@thvasilo Please help verify in GS