[Core] Avoid signal when sky.launch is not executed in the main thread

[Michaelvll]

Fixes #2182

Tested (run the relevant ones):

• Code formatting: bash format.sh
• Any manual or new tests for this PR (please specify below)
  • `sky launch -c test-no-signal --cpus 2 'echo hi; sleep 1000'; ctrl-c
  • `sky launch -c test-no-signal --cpus 2 'echo hi; sleep 1000'; ctrl-z
  • FastAPI server that handles provision requests (sky launch) in the background #2235 (without detach_setup and detach_run)
• All smoke tests: pytest tests/test_smoke.py
• Relevant individual smoke tests: pytest tests/test_smoke.py::test_fill_in_the_name
• Backward compatibility tests: bash tests/backward_comaptibility_tests.sh

[concretevitamin]

Thanks for fixing this @Michaelvll!