ENH: make __setitem__ raise on a device mismatch

[ev-br]

closes gh-207

[ogrisel]

LGTM: I checked that the current scikit-learn test suite passes against that branch of array-api-strict.

I also checked that changing scikit-learn code to allocate a result array with xp.empty without setting the expected device= kwarg make the tests fail early, when calling __setitem__ time, as expected.