[Bert, et al] fix early device assignment
As flagged by @cbalioglu we are doing device placement in a sub-module's `__init__` in some models, which is a wrong place to do that. 

https://github.com/huggingface/transformers/blob/83ef8bcac2f6ce00a3c6256a4ba747c8802480f6/src/transformers/models/bert/modeling_bert.py#L185

It appears that it originally was in `forward` and then was moved to `__init__` without removing the device placement. Here is the use of the same in `forward`

https://github.com/huggingface/transformers/blob/83ef8bcac2f6ce00a3c6256a4ba747c8802480f6/src/transformers/models/luke/modeling_luke.py#L248

So this PR fixes 7 models where this happened.

@sgugger, should we add another check to our quality control to catch any `device=` in `__init__`?

@sgugger, @LysandreJik 