SGE Tests segfault in CI

Opening an issue to triage the segfault that seems to be happening in th SGE tests.

For some time the SGE tests have been failing. When you look at the logs of [a recent run](https://github.com/dask/dask-jobqueue/actions/runs/10250992141/job/28357989642) on `main` it contains the following error.

```
*** Error in `/opt/anaconda/envs/dask-jobqueue/bin/python3.8': double free or corruption (!prev): 0x00005626c18fa470 ***
/bin/bash: line 1: 588 Aborted (core dumped) pytest /dask-jobqueue/dask_jobqueue --verbose --full-trace -s -E sge
```

I also opened #652 to bump the minimum Python version here to 3.9 and I see a [similar issue happening](https://github.com/dask/dask-jobqueue/actions/runs/10251115360/job/28358406864?pr=652) but with a slightly different error.

```
*** Error in `/opt/anaconda/envs/dask-jobqueue/bin/python3.9': corrupted size vs. prev_size: 0x00005560404681a0 ***
/bin/bash: line 1: 592 Aborted (core dumped) pytest /dask-jobqueue/dask_jobqueue --verbose --full-trace -s -E sge
```

Strangely in both cases `pytest` reports everything has passed.

```
9 passed, 270 skipped in 26.69s
```

Comece pela execução vinculada do GitHub Actions e reproduza a suíte SGE usando `pytest /dask-jobqueue/dask_jobqueue --verbose --full-trace -s -E sge`. Inspecione os testes relacionados ao SGE e o ambiente de CI deles para determinar por que o Python relata corrupção do alocador depois que o pytest informa que os testes passaram. O trabalho estará concluído quando a causa for identificada e a execução de CI do SGE terminar sem o segfault.

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