Fix sigterm signal handling

[awaelchli]

What does this PR do?

Fixes #10154 and #9566

Before #9566, the special signal handler was only added for SLURM. Now, sigterm will be ignored by Lightning. only sigint can currently terminate a training process.

To reproduce, run bug_report_model.py and send sigterm (kill -15 process-name).

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Did you have fun?

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Part of #1 (it's a lie, this is just here to avoid noisy GitHub bot)

[tchaton]

LGTM !

[tchaton]

Wow ! Awesome catch !

[codecov]

Codecov Report

Merging #10189 (24a6028) into master (255e3ed) will increase coverage by 4%.
The diff coverage is 100%.

@@           Coverage Diff            @@
##           master   #10189    +/-   ##
========================================
+ Coverage      89%      92%    +4%     
========================================
  Files         180      180            
  Lines       16193    16193            
========================================
+ Hits        14339    14954   +615     
+ Misses       1854     1239   -615