[Feature] Extended Support delayed spec initialization for exploration modules

[ParamThakkar123]

Description

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Motivation and Context

Why is this change required? What problem does it solve?
If it fixes an open issue, please link to the issue here.
You can use the syntax close #15213 if this solves the issue #15213

Fixes #3318

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• Bug fix (non-breaking change which fixes an issue)
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• I have updated the tests accordingly (required for a bug fix or a new feature).
• I have updated the documentation accordingly.

[pytorch-bot]

🔗 Helpful Links

🧪 See artifacts and rendered test results at hud.pytorch.org/pr/pytorch/rl/3450

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❌ 5 New Failures, 1 Cancelled Job

As of commit 88ab847 with merge base 838410c ():

NEW FAILURES - The following jobs have failed:

• Continuous Benchmark (PR) / CPU Pytest benchmark (gh)
  Workflow failed! Resource not accessible by integration
• Lint / python-source-and-configs / linux-job (gh)
  torchrl/data/tensor_specs.py:6870:1: F811 redefinition of unused '_index_select_spec' from line 6825
• Unit-tests on Linux / tests-cpu (3.10) / linux-job (gh)
  test/test_exploration.py::TestEGreedy::test_no_spec_error
• Unit-tests on Linux / tests-olddeps (3.10, 11.8) / linux-job (gh)
  test/test_exploration.py::TestEGreedy::test_no_spec_error
• Unit-tests on Windows / unittests-cpu (3.10, windows.4xlarge, cpu) / windows-job (gh)
  test/test_exploration.py::TestEGreedy::test_no_spec_error

CANCELLED JOB - The following job was cancelled. Please retry:

• Continuous Benchmark (PR) / GPU Pytest benchmark (gh)
  ##[error]The operation was canceled.

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