CUDATreeLearner: free GPU memory in destructor if any allocated (#4963)
CUDATreeLearner: free GPU memory in destructor if any allocated (#4963)

* CUDATreeLearner: free GPU memory in destruuctor if any allocated

* Minor changes: checking for num_gpu_feature_groups is not needed

* Trigger CI again
henry0312/LightGBM,microsoft/LightGBM,microsoft/LightGBM,henry0312/LightGBM,microsoft/LightGBM,microsoft/LightGBM,henry0312/LightGBM,microsoft/LightGBM,henry0312/LightGBM,henry0312/LightGBM