[Ray SGD] Fix hotfix test (#11015)

python/ray/util/sgd/tests/test_torch.py

@@ -111,6 +111,8 @@ def test_apply_all_workers(ray_start_2_cpus, num_workers, use_local):
     results = trainer.apply_all_workers(fn)
     assert all(x == 1 for x in results)
 
+    trainer.shutdown()
+
 
 @pytest.mark.parametrize("num_workers", [1, 2] if dist.is_available() else [1])
 @pytest.mark.parametrize("use_local", [True, False])