[BugFix]: Fix local mypy issues (#34739)

Signed-off-by: Martin Hickey <martin.hickey@ie.ibm.com>
Co-authored-by: Harry Mellor <19981378+hmellor@users.noreply.github.com>

vllm/distributed/kv_transfer/kv_connector/v1/nixl_connector.py

@@ -935,6 +935,10 @@ class NixlConnectorWorker:
             ]
 
             if rsv_cores_for_kv:
+                if not hasattr(os, "sched_setaffinity"):
+                    raise NotImplementedError(
+                        "os.sched_setaffinity is not available on this platform"
+                    )
                 os.sched_setaffinity(0, rsv_cores_for_kv)
 
         # support for oot platform which can't register nixl memory