Logging mode leaves a hanging thread in interactive python session

[mvashishtha]

System information

• OS Platform and Distribution (e.g., Linux Ubuntu 16.04): MacOS Monterey
• Modin version (modin.__version__): latest source
• Python version: 3.9.12
• Code we can use to reproduce:

In ipython, run

from modin.config import LogMode
import modin.pandas as pd

LogMode.enable()
df = pd.DataFrame([[1]])

and try to exit. You have to control-c or control-d twice.

This bug came up in the discussion on #4372 but it wasn't fixed in that PR.

The problematic thread is started here.