Fixes #6417 .

### Description

- Move the logics of creating ensemble output dir from `ensemble` to
`__init__` in EnsembleRunner to avoid processes competing with each
other in dir creation
- Add checks in AutoRunner `set_image_save_transform`

### Types of changes
<!--- Put an `x` in all the boxes that apply, and remove the not
applicable items -->
- [x] Non-breaking change (fix or new feature that would not break
existing functionality).
- [x] New tests added to cover the changes.
- [x] Integration tests passed locally by running `./runtests.sh -f -u
--net --coverage`.
- [x] Quick tests passed locally by running `./runtests.sh --quick
--unittests --disttests`.
- [x] In-line docstrings updated.
- [x] Documentation updated, tested `make html` command in the `docs/`
folder.

---------

Signed-off-by: Mingxin Zheng <18563433+mingxin-zheng@users.noreply.github.com>
Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
Co-authored-by: Wenqi Li <831580+wyli@users.noreply.github.com>