Inconsistent version number with DDP due to bad setup (2.0.6)

### Bug description

+ The bug is introduced by 2.0.5 or 2.0.6, where different ranks of DDP may get inconsistent version number of a training instance.
+ Reproduce: set breakpoint to `def version(self) of CSVLogger`, to check the first time when `version()` is called/
+ Figures: first version 2.0.4, second 2.0.6
+ Issue: the `setup` method is not called in 2.0.6, so that different DDP ranks may get different version numbers

+ To the maintainer: you are making too many changes between minor version fixes

Best

### What version are you seeing the problem on?

v2.0

### How to reproduce the bug

_No response_

### Error messages and logs

_No response_

### Environment

_No response_

### More info

_No response_

cc @lantiga @borda

Start at CSVLogger.version and its setup method, using the reported v2.0 DDP behavior and breakpoint as the initial reproduction path. Compare the first and subsequent version values across ranks; done means setup is consistently involved and DDP ranks no longer receive inconsistent version numbers.

Written by the indexing model from the issue text.