XLA FSDP strategy has undocumented requirement for using activation checkpointing

Nobody has claimed this yet.

### Bug description

To use activation checkpointing with the [XLA FSDP Fabric strategy](https://lightning.ai/docs/fabric/stable/api/generated/lightning.fabric.strategies.XLAFSDPStrategy.html), the set of modules to checkpoint must also be wrapped by the `auto_wrap_policy`.

That is, if `auto_wrap_policy` is provided to the strategy as a set `W`, and `activation_checkpointing_policy` is passed as a set `C`, any members of `C` that are not also members of `W` will not actually be checkpointed. This is because [the implementation of the activation checkpointing policy](https://github.com/Lightning-AI/pytorch-lightning/blob/master/src/lightning/fabric/strategies/xla_fsdp.py#L652) adds "also wrap these classes in checkpoint_module" to the functionality of the wrapper callable, but the wrapper is only applied when the auto_wrap_policy tells it to.

This was surprising, since at least at first blush the auto_wrap_policy and activation_checkpointing_policy appear to be independent parameters. And the behavior of silent failure added confusion as to what was going on.

I suggest a few possible remedies, and these are not mutually exclusive.

1. Document this in the class docstring.
2. If auto_wrap_policy is provided as a set, activation_checkpointing_policy is not empty, and the former is not a superset of the latter, throw an error. If it's provided as a function, evaluate it for each member of activation_checkpointing_policy and if it's false for any, throw an error.
3. Union activation_checkpointing_policy with the auto_wrap_policy. Unlike 1 or 2, this would be a behavior change, though at least in my code it's what I ended up doing manually anyway.

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

v2.2

### How to reproduce the bug

_No response_

### Error messages and logs

```
# Error messages and logs here please
```

### 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 @justusschock @lantiga @JackCaoG @Liyang90 @gkroiz

Read src/lightning/fabric/strategies/xla_fsdp.py around the activation checkpointing policy implementation near line 652, then inspect the XLAFSDPStrategy class docstring. Confirm how auto_wrap_policy and activation_checkpointing_policy interact, and define completion around either documenting or explicitly handling the reported silent behavior.

Written by the indexing model from the issue text.