fix mypy typing errors in pytorch_lightning/__setup__.py

[CyprienRicque]

What does this PR do?

Fixes mypy typing errors in pytorch_lightning.__setup__.py in #13445 and propagate to other files containing the same edited code.

The AttributeError error that would have been raised if the assert call did not exist, does not seem to be caught elsewhere, so changing it to AssertionError has no impact on behavior.

Since the modified function _load_py_module is present in 4 additional files, I have copied the changes to these files as well to keep consistency.
It makes sense to me to do this in one PR, If I am supposed to do this in another PR please let me know

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

None

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[otaj]

Hi @Cyprien-Ricque , this looks good, thank you! It cannot be merged at the moment though because of the fact you're also editing lightning_app stuff and we have a hard block on that for the community currently. The block is gonna be removed in the very near future though, hopefully you don't mind :) (somewhere between a day and a month at most)