Fix policies type annotations

[araffin]

Description

closes #1679

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[ernestum]

LGTM and thangs for the change. This looks like a valuable addition!
Only thing I did not understand is why we need so many type ignores?

[araffin]

I did not understand is why we need so many type ignores?

for policies, a lot of them are due to "List or tuple expected as variadic arguments" when doing reshape, and I'm not sure if there is an easy way to solve that.
For the rest, it's mostly because we re-use variable names (obs start being a tensor and then is converted to numpy array).

This is meant to be a first pass (I hope to improve things in the future, notably with TypeVar)