3/n integrate new LightningDataFetcher into loop

[awaelchli]

What does this PR do?

Follow up to #8891
Integrates the fetcher into the training loop. Originally introducded in #8890 (with tests)

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Did you have fun?

I made sure I had fun coding 🙃

[codecov]

Codecov Report

Merging #8953 (708df73) into master (19136ac) will increase coverage by 0%.
The diff coverage is 96%.

@@          Coverage Diff           @@
##           master   #8953   +/-   ##
======================================
  Coverage      88%     89%           
======================================
  Files         176     176           
  Lines       14394   14402    +8     
======================================
+ Hits        12695   12763   +68     
+ Misses       1699    1639   -60     

[ethanwharris]

LGTM 😃