This pull request fixes the issue where the device (`CPU` or `CUDA`) is
not set correctly when using the `--device` argument in Hydra-configured
scripts like `rsl_rl/train.py` and `skrl/train.py`. The bug caused the
scripts to always default to `cuda:0`, even when `cpu` or a specific
CUDA device (e.g., `cuda:1`) was selected.

The fix adds the following line to ensure that the selected device is
properly set in `env_cfg` before initializing the environment with
`gym.make()`:

```python
env_cfg.sim.device = args_cli.device
```

Fixes #1012

- Bug fix (non-breaking change which fixes an issue)

Before:
- skrl/train, when running the script with --device cpu, it defaults to
cuda:0.
- rsl_rl/train.py, the script freezes at `[INFO]: Starting the
simulation. This may take a few seconds. Please wait....`

After:
- Both scripts run correctly on the specified device (e.g., cpu or
cuda:1) without defaulting to cuda:0 or freezing.

- [x] I have run the [`pre-commit` checks](https://pre-commit.com/) with
`./isaaclab.sh --format`
- [ ] I have made corresponding changes to the documentation
- [x] My changes generate no new warnings
- [ ] I have added tests that prove my fix is effective or that my
feature works
- [ ] I have updated the changelog and the corresponding version in the
extension's `config/extension.toml` file
- [x] I have added my name to the `CONTRIBUTORS.md` or my name already
exists there