[RLlib] Enhance add_policy test case.

[sven1977]

Enhance add_policy test case.

• Making sure, added policy is also added to evaluation worker set.
• Making sure, removed policy is also no longer in evaluation worker set.
• Making sure, added policy is also recovered properly from a checkpoint.

Why are these changes needed?

Related issue number

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• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(