[RLlib] Add more control to Algorithm.add_policy method over which components to add the Policy to.

[sven1977]

Add more control to Algorithm.add_policy method over which components to add the Policy to.
Note that this is only relevant for the hybrid- and old API stacks.

This PR also fixes a bug affecting APPO + DQN when using Algorithm.add_module() (new API stack).

Why are these changes needed?

Related issue number

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[simonsays1980]

LGTM. Fixes the error that popped up.