[bugfix] Check LightningOptimizer doesn't delete optimizer hooks

[tchaton]

What does this PR do?

This PR adds a test to make sure hooks aren't Optimizer being deleted when LightningOptimizer is deleted

Fixes #5131

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[codecov]

Codecov Report

Merging #6305 (0835fa2) into master (6470a65) will decrease coverage by 4%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #6305    +/-   ##
=======================================
- Coverage      93%     90%    -4%     
=======================================
  Files         161     160     -1     
  Lines       11344   11691   +347     
=======================================
- Hits        10565   10476    -89     
- Misses        779    1215   +436