Support saving and loading remote paths with FSDP

Nobody has claimed this yet.

### Bug description

`FSDPStrategy.load_checkpoint` casts `checkpoint_path` to a `pathlib.Path` [here](https://github.com/Lightning-AI/lightning/blob/master/src/lightning/pytorch/strategies/fsdp.py#L539). This will bork URIs, such as cloud checkpoint paths, e.g. `s3://...`.

Example:

```python
from pathlib import Path

checkpoint_path = "s3://asd/asd"
assert Path(checkpoint_path).as_posix() == checkpoint_path
```

NOTE: I am reporting this merely by looking at the source code; I have yet to confirm this with a test.

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

master

### How to reproduce the bug

```python
from lightning.pytorch.strategies import FSDPStrategy

FSDPStrategy(...).load_checkpoint("s3://my/checkpoint")
```

### Error messages and logs

I believe [this](https://github.com/Lightning-AI/lightning/blob/master/src/lightning/pytorch/strategies/fsdp.py#L620) exception will be raised.

### Environment

Current environment

```
#- Lightning Component (e.g. Trainer, LightningModule, LightningApp, LightningWork, LightningFlow):
#- PyTorch Lightning Version (e.g., 1.5.0):
#- Lightning App Version (e.g., 0.5.2):
#- PyTorch Version (e.g., 2.0):
#- Python version (e.g., 3.9):
#- OS (e.g., Linux):
#- CUDA/cuDNN version:
#- GPU models and configuration:
#- How you installed Lightning(`conda`, `pip`, source):
#- Running environment of LightningApp (e.g. local, cloud):
```

### More info

_No response_

cc @borda @awaelchli @carmocca

Start in src/lightning/pytorch/strategies/fsdp.py at FSDPStrategy.load_checkpoint and inspect the checkpoint_path handling around the referenced lines. Reproduce the s3:// example, then trace the corresponding save path behavior. Done means remote URI paths are preserved for saving and loading, with regression coverage for the reported case.

Written by the indexing model from the issue text.