Fix set_epoch not getting called for prediction dataloaders

[carmocca]

What does this PR do?

See title

Part of #16726

cc @Borda @justusschock @awaelchli

[github-actions]

⚡ Required checks status: All passing 🟢

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🟢 pytorch_lightning: Tests workflow

Check ID	Status
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pl-cpu (macOS-11, lightning, 3.9, 1.12)	success	✅
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pl-cpu (ubuntu-20.04, pytorch, 3.8, 1.13)	success	✅
pl-cpu (windows-2022, pytorch, 3.8, 1.13)	success	✅

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🟢 pytorch_lightning: Azure HPU

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🟢 pytorch_lightning: Docs

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🟢 install

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install-pkg (ubuntu-22.04, app, 3.8)	success	✅
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install-pkg (macOS-12, pytorch, 3.10)	success	✅
install-pkg (macOS-12, lightning, 3.8)	success	✅
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install-pkg (macOS-12, notset, 3.8)	success	✅
install-pkg (macOS-12, notset, 3.10)	success	✅
install-pkg (windows-2022, app, 3.8)	success	✅
install-pkg (windows-2022, app, 3.10)	success	✅
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install-pkg (windows-2022, fabric, 3.10)	success	✅
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install-pkg (windows-2022, notset, 3.8)	success	✅
install-pkg (windows-2022, notset, 3.10)	success	✅

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[awaelchli]

@carmocca Thanks for the fix. Could you also pick it into the 1.9.3 branch here: #16790 Thanks!