[Misc.] Avoid calling IsPinned in the coo/csr constructor from every sampling process

[chang-l]

Description

This PR addresses #6561.
It moves the IsPinned checking block out of the coo/csr constructor, to avoid initialize cuda instances at sampling(child) processes and align with PyTorch dataloader convention.

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.

[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: e426f32187e1a54e77e3d5a250e8d52938488c36

Build ID: 1

Status: ❌ CI test failed in Stage [Lint Check].

Report path: link

Full logs path: link

[dgl-bot]

Commit ID: c465aef057f3927398a4cdd14ba2f450a0acd9fb

Build ID: 2

Status: ✅ CI test succeeded.

Report path: link

Full logs path: link

[nv-dlasalle]

I think in general it looks good, but as I noted I think the IsPinned() function should be changed.

[dgl-bot]

Commit ID: 6ad16003d7c4e7ce0bbb1346d4c0e922ce516d5d

Build ID: 3

Status: ⚪️ CI test cancelled due to overrun.

Report path: link

Full logs path: link

[dgl-bot]

Commit ID: c02d3f3d161243bdb5cbc544c76b1850d1899f4b

Build ID: 4

Status: ✅ CI test succeeded.

Report path: link

Full logs path: link