[RLlib] Add framework-check to MultiRLModule.add_module().

[sven1977]

Add framework-check to MultiRLModule.add_module().

Feedback from a MultiRLModule user:

When adding a new module to an existing MultiRLModule (https://github.com/ray-project/ray/blob/312730e6d3bc5d9bf8e4dcd66f00b411366323e3/rllib/core/rl_module/multi_rl_module.py#L152),
it would be nice to have a check of the framework of the new model, making sure it doesn't conflict with the
frameworks of other modules, and also setting the framework of the MultiRLModule
if the framework is None at that point. The setting of framework is done in
https://github.com/ray-project/ray/blob/312730e6d3bc5d9bf8e4dcd66f00b411366323e3/rllib/core/rl_module/multi_rl_module.py#L74,
but it doesn't cover the case of modules added after setup.

This PR solves the above problem.

Why are these changes needed?

Related issue number

Checks

• 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 added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
• 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 :(

[simonsays1980]

LGTM. Clear.