Raise better error when calling Trainer.save_checkpoint without a model attached

[awaelchli]

What does this PR do?

A user on Slack had a question why calling trainer.save_checkpoint fails with this error:

Traceback (most recent call last):
  File "pretrain.py", line 85, in <module>
    trainer.save_checkpoint('plain.cpkt')
  File "/home/pete/.pyenv/versions/3.8.6/envs/python38/lib/python3.8/site-packages/pytorch_lightning/trainer/trainer.py", line 2450, in save_checkpoint
    self._checkpoint_connector.save_checkpoint(filepath, weights_only=weights_only, storage_options=storage_options)
  File "/home/pete/.pyenv/versions/3.8.6/envs/python38/lib/python3.8/site-packages/pytorch_lightning/trainer/connectors/checkpoint_connector.py", line 444, in save_checkpoint
    _checkpoint = self.dump_checkpoint(weights_only)
  File "/home/pete/.pyenv/versions/3.8.6/envs/python38/lib/python3.8/site-packages/pytorch_lightning/trainer/connectors/checkpoint_connector.py", line 369, in dump_checkpoint
    "state_dict": self._get_lightning_module_state_dict(),
  File "/home/pete/.pyenv/versions/3.8.6/envs/python38/lib/python3.8/site-packages/pytorch_lightning/trainer/connectors/checkpoint_connector.py", line 458, in _get_lightning_module_state_dict
    state_dict = self.trainer.strategy.lightning_module_state_dict()
  File "/home/pete/.pyenv/versions/3.8.6/envs/python38/lib/python3.8/site-packages/pytorch_lightning/strategies/strategy.py", line 405, in lightning_module_state_dict
    return model.state_dict()
AttributeError: 'NoneType' object has no attribute 'state_dict'

This PR improves makes the error message friendlier

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Did you have fun?

I made sure I had fun coding 🙃

cc @Borda @justusschock @kaushikb11 @awaelchli @ananthsub @ninginthecloud @jjenniferdai @rohitgr7 @akihironitta

[tchaton]

Neat !