load data sequence is confusing

Nobody has claimed this yet.

### Bug description

I understand data consuming sequence in lightning is:
1, sanity check: call val_dataloader
2, training: call train_dataloader
3, validate: call val_dataloader
from above sequence I understand the cycle of a epoch is start from val_dataloader and end at train_dataloader, and the 3rd validate reuse val data from 1st val_dataloader.
but if if you check trainer.current_epoch: assume current_epoch is 1 at sanity check val_dataloader, then it increased to 2 at train_dataloader. in thise case it's seems the cycle of a epoch is start from train_dataloader and end at val_dataloader.
in this situation will confuse how to write code in val_dataloader when dynamic loading data. if infinite epoch, no problem. but at last epoch(I don't know now it's last one), should I ignore val_data is None or should I try to load it as if next round of cycle?

I think sanitcy check logic and validate logic should merge as one data-setup, but used twice for difference purpose. twice call val_dataloader and once call training_dataloader also make difficult to manage data load

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

v2.4

### How to reproduce the bug

_No response_

### Error messages and logs

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

### Environment

Current environment

```
#- PyTorch Lightning Version (e.g., 2.4.0):
#- PyTorch Version (e.g., 2.4):
#- Python version (e.g., 3.12):
#- OS (e.g., Linux):
#- CUDA/cuDNN version:
#- GPU models and configuration:
#- How you installed Lightning(`conda`, `pip`, source):
```

### More info

_No response_

cc @tchaton

Start by tracing the Trainer lifecycle around val_dataloader, train_dataloader, sanity checking, validation, and trainer.current_epoch in the v2.4 code. Reproduce or inspect the sequence with a minimal LightningDataModule, then determine whether the behavior needs a lifecycle change or clearer documentation. Done should include an agreed sequence and guidance for dynamic loading at the final epoch.

Written by the indexing model from the issue text.