Second attempt at issue #995

[arn97]

Checklist

• Appropriate tests were added
• [x ] Any code changes were done in a way that does not break public API
• All documentation related to code changes were updated
• The new code follows the
  contributor guidelines, in particular the SciML Style Guide and
  COLPRAC.
• Any new documentation only uses public API

Additional context

When p === nothing, tunables becomes SciMLBase.NullParameters().
allocate_vjp(::SciMLBase.NullParameters) previously returned NullParameters(), which caused SavingIntegrandSumAffect(..., ::NullParameters, ::Nothing) to be constructed inside IntegratingSumCallback, producing a MethodError. Returning nothing instead ensures the callback prototype/cache types match and restores correct behavior. This change fixes Zygote.gradient(loss2, nothing) while leaving the existing test suite results unchanged.

[arn97]

I checked the failing tests and, from what I can tell, they appear to be preexisting rather than introduced by this PR. I also see similar failures on the current main branch.

Locally, the issue from #995 is fixed by this change: the original reproduction now succeeds, and I also reran Pkg.test() to compare against the baseline behavior.

If helpful, I can try to isolate whether any of the current CI failures are actually specific to this PR.