fix lstm layer with projection save params (#17266)

[frankfliu]

Description

Cherry pick fix to v1.5.x branch

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to the relevant JIRA issue created (except PRs with tiny changes)
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• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
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• To the best of my knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

[szha]

seems like the test in 1.5.x branch is failing.

[ChaiBapchya]

Repeatedly facing #17457