[ENH] Make deep clustering consisting with other deep learning submodules in terms of saving/loading

[hadifawaz1999]

Fix #1903

[aeon-actions-bot]

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I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I have added the following labels to this PR based on the changes made: [ $\color{#4011F3}{\textsf{clustering}}$, $\color{#2C2F20}{\textsf{testing}}$ ]. Feel free to change these if they do not properly represent the PR.

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[TonyBagnall]

I like consistency in naming :)