Leaking thread in `SpecCluster` because `LoopRunner` is never closed

the `LocalCluster` isn't calling `self._loop_runner.stop()` on close

I added:

```patch
--- a/distributed/utils.py
+++ b/distributed/utils.py
@@ -459,7 +459,10 @@ class LoopRunner:
finally:
done_evt.set()

- thread = threading.Thread(target=run_loop, name="IO loop")
+ thread = threading.Thread(
+ target=run_loop,
+ name=f"IO loop for {os.environ.get('PYTEST_CURRENT_TEST')}",
+ )
thread.daemon = True
thread.start()

```

which lets me see where the loops are staying alive from:

```
[<_MainThread(MainThread, started 140507058100032)>,
,
,
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]
```

_Originally posted by @graingert in https://github.com/dask/distributed/pull/6033#issuecomment-1088739426_