Hanging when using python multiprocessing along with dask.distributed

**What happened**:

I encountered hanging when using python multiprocessing along with dask.distributed (nested parallelism);

**What you expected to happen**:

I wonder whether that should work.

**Minimal Complete Verifiable Example**:

```python
if __name__ == '__main__':
from distributed import Client
client = Client()

import pandas
df = pandas.DataFrame([1])
fut = client.scatter(df)

def f(obj):
local_df = client.gather(fut)
local_df += obj

from multiprocessing import Pool

with Pool(5) as p:
print(p.map(f, [1]))
```

**Environment**:

- Dask version: dask 2021.11.2 pyhd8ed1ab_0 conda-forge
- Python version: Python 3.8.12
- Operating System: Ubuntu 20.04.2
- Install method (conda, pip, source): conda