nan_stategy=disable dropping weights

[s22chan]

🐛 Bug

see #3433

To Reproduce

see the unit test im #3433

Code sample

# Ideally attach a minimal code sample to reproduce the decried issue.
# Minimal means having the shortest code but still preserving the bug.

Environment

• TorchMetrics version (if build from source, add commit SHA): ???
• Python & PyTorch Version (e.g., 1.0): ???
• Any other relevant information such as OS (e.g., Linux): ???

Additional context

[github-actions]

Hi! Thanks for your contribution! Great first issue!