Third-party CI Warning "Falling back to prediction using DMatrix due to mismatched devices"

Seeing the following warnings in [nightly CI]( https://github.com/rapidsai/cudf/actions/runs/13194559865/job/36833386337#step:10:19336 ):

```python
test_xgboost.py::test_predict[cuda]
/opt/conda/envs/test/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [07:11:48] WARNING: /workspace/src/common/error_msg.cc:58: Falling back to prediction using DMatrix due to mismatched devices. This might lead to higher memory usage and slower performance. XGBoost is running on: cuda:0, while the input data is on: cpu.
Potential solutions:
- Use a data structure that matches the device ordinal in the booster.
- Set the device for booster before call to inplace_predict.

This warning will only be shown once.

warnings.warn(smsg, UserWarning)

test_xgboost.py::test_predict[cpu]
/opt/conda/envs/test/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [07:11:48] WARNING: /workspace/src/common/error_msg.cc:58: Falling back to prediction using DMatrix due to mismatched devices. This might lead to higher memory usage and slower performance. XGBoost is running on: cpu, while the input data is on: cuda:0.
Potential solutions:
- Use a data structure that matches the device ordinal in the booster.
- Set the device for booster before call to inplace_predict.

This warning will only be shown once.

warnings.warn(smsg, UserWarning)
```

Note this CI job also fails. AFAICT it is due to these wanings being converted to errors, but please let me know if there is more going on