The current context manager isn’t working like that for CUDA tensors either, is it?
You would still need to call to(), device= or cuda(). It will just change the default device:
with torch.cuda.device(1):
    # allocates a tensor on GPU 1
    a = torch.tensor([1., 2.], device=cuda)

    # transfers a tensor from CPU to GPU 1
    b = torch.tensor([1., 2.]).cuda()
    # a.device and b.device are device(type='cuda', index=1)

    # You can also use ``Tensor.to`` to transfer a tensor:
    b2 = torch.tensor([1., 2.]).to(device=cuda)
    # b.device and b2.device are device(type='cuda', index=1)