Importing `utils_test` opens ports

This is related to https://github.com/dask/distributed/issues/6806 & https://github.com/dask/distributed/issues/6897, but I thought it was separate enough to open an issue.

We import `utils_test` in xarray's test suite. Currently _importing_ `distributed.utils_test` does work, including opening ports.

I'm guessing this is caused by https://github.com/dask/distributed/blob/8b3dcadce88d55de81af2f0378d656203d5813ed/distributed/utils_test.py#L113

Beyond just doing more work than I'd expect on import — on a MacOS machine, it pops open a system dialog asking whether that's OK, every time. And if someone is running something on each file save, this happens on every file save. By default, VSCode will search for tests on every file save, so will trigger this.

I don't have enough context to know for sure whether there's some immovable constraint that requires this. But would it be possible to put that in a fixture?

Thanks as ever!