…ckling failure (GH-17670)

As reported initially by @rad-pat in #6084, the following script causes a deadlock.

```
from concurrent.futures import ProcessPoolExecutor


class ObjectWithPickleError():
    """Triggers a RuntimeError when sending job to the workers"""

    def __reduce__(self):
        raise RuntimeError()


if __name__ == "__main__":
    e = ProcessPoolExecutor()
    f = e.submit(id, ObjectWithPickleError())
    e.shutdown(wait=False)
    f.result()  # Deadlock on get
```

This is caused by the fact that the main process is closing communication channels that might be necessary to the `queue_management_thread` later. To avoid this, this PR let the `queue_management_thread` manage all the closing.



https://bugs.python.org/issue39104



Automerge-Triggered-By: @pitrou