`pick_device` has different semantics in C++ and Python

[Luthaf]

The C++ version only returns a DeviceType and no device index since #113, while the Python function allows picking the device index as well since #155. Overall, I think we should handle this more cleanly, it seems wrong to have diverging versions of this function.

[HaoZeke]

#155 shouldn't have been merged without an update to the C++ bit, but simple enough to fix, good catch @Luthaf