Raise exceptions when torch distributed is not available

[four4fish]

What does this PR do?

Avoids init_dist_connection failing silently

If torch.distributed is not available, the process_group cannot be created. Later, the runtime will fail when wrapping model or after training steps (when call distributed_c10d). So we should fail faster at init_dist_connection step

partially fixes #10348

Does your PR introduce any breaking changes? If yes, please list them.

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[codecov]

Codecov Report

Merging #10418 (ecb1f24) into master (e61a98a) will decrease coverage by 0%.
The diff coverage is n/a.

❗ Current head ecb1f24 differs from pull request most recent head bcf0679. Consider uploading reports for the commit bcf0679 to get more accurate results

@@           Coverage Diff           @@
##           master   #10418   +/-   ##
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- Coverage      89%      89%   -0%     
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  Files         181      181           
  Lines       16386    16319   -67     
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- Hits        14523    14455   -68     
- Misses       1863     1864    +1     

[ananthsub]

@four4fish could you update the changelog as well?