[BUG] Add names to create steps_ in CollectionPipeline

[TonyBagnall]

Fixes #1748
adds this to fit_transform to make sure the attribute in self.steps is stored in self.steps in (name,estimator) pairs, as is the convention it seems

    def _fit_transform(self, X, y=None) -> np.ndarray:
        self.steps_ = self._check_estimators(
            self._steps, attr_name="steps_", cls_type=SklearnBaseEstimator
        )
        Xt = X
        for i in range(len(self.steps_)):
            Xt = self.steps_[i][1].fit_transform(X=Xt)
        return Xt

[aeon-actions-bot]

Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ $\color{#d73a4a}{\textsf{bug}}$ ].

The Checks tab will show the status of our automated tests. You can click on individual test runs in the tab or "Details" in the panel below to see more information if there is a failure.

If our pre-commit code quality check fails, any trivial fixes will automatically be pushed to your PR unless it is a draft.

Don't hesitate to ask questions on the aeon Slack channel if you have any.

PR CI actions

These checkboxes will add labels to enable/disable CI functionality for this PR. This may not take effect immediately, and a new commit may be required to run the new configuration.

• Run pre-commit checks for all files
• Run all pytest tests and configurations
• Run all notebook example tests
• Run numba-disabled codecov tests
• Stop automatic pre-commit fixes (always disabled for drafts)
• Push an empty commit to re-run CI checks