`CancelledError` with task function holding a reference to a `Future`

On 2023.3.2, when a task function has a closure over a `Future` object, getting the Future's result intermittently raises a `CancelledError` when the task runs on a worker. On 2023.3.1 and earlier, this works fine. `git bisect` points to https://github.com/dask/distributed/pull/7580 as the change at which this stopped working.

Minimal reproducer:
```python
import time
import distributed

if __name__ == "__main__":
client = distributed.Client(n_workers=1, processes=True, threads_per_worker=2)

future_one = client.submit(lambda: 1, key="one")

def add_one(y):
time.sleep(0.01)
return future_one.result() + y

fs = client.map(add_one, list(range(5)))
print(client.gather(fs, errors="skip"))
fs[0].result()
```
Prior to #7580:
```
[1, 2, 3, 4, 5]
```
After:
```
2023-04-04 17:29:51,136 - distributed.worker - WARNING - Compute Failed
Key: add_one-df166ab4e839d113ebae52aeb6483e40
Function: add_one
args: (0)
kwargs: {}
Exception: "CancelledError('one')"

2023-04-04 17:29:51,139 - distributed.worker - WARNING - Compute Failed
Key: add_one-c158b0793ccb125702dba6eeecedfe53
Function: add_one
args: (1)
kwargs: {}
Exception: "CancelledError('one')"

2023-04-04 17:29:51,154 - distributed.worker - WARNING - Compute Failed
Key: add_one-e6b80fa13e4911d5c14b080a00646fc7
Function: add_one
args: (2)
kwargs: {}
Exception: "CancelledError('one')"

2023-04-04 17:29:51,158 - distributed.worker - WARNING - Compute Failed
Key: add_one-ad8696ffcb9f00999a4c42e507937e32
Function: add_one
args: (3)
kwargs: {}
Exception: "CancelledError('one')"

2023-04-04 17:29:51,172 - distributed.worker - WARNING - Compute Failed
Key: add_one-b9408ea1fb0e19cd85955a7c706556c1
Function: add_one
args: (4)
kwargs: {}
Exception: "CancelledError('one')"

[]
Traceback (most recent call last):
File "/Users/gabe/dev/dask-playground/test-wrapper/minimal.py", line 17, in
fs[0].result()
File "/Users/gabe/dev/distributed/distributed/client.py", line 314, in result
raise exc.with_traceback(tb)
File "/Users/gabe/dev/dask-playground/test-wrapper/minimal.py", line 12, in add_one
return future_one.result() + y
File "/Users/gabe/dev/distributed/distributed/client.py", line 311, in result
result = self.client.sync(self._result, callback_timeout=timeout, raiseit=False)
File "/Users/gabe/dev/distributed/distributed/utils.py", line 349, in sync
return sync(
File "/Users/gabe/dev/distributed/distributed/utils.py", line 416, in sync
raise exc.with_traceback(tb)
File "/Users/gabe/dev/distributed/distributed/utils.py", line 389, in f
result = yield future
File "/Users/gabe/dev/dask-playground/env/lib/python3.9/site-packages/tornado/gen.py", line 762, in run
value = future.result()
File "/Users/gabe/dev/distributed/distributed/client.py", line 336, in _result
result = await self.client._gather([self])
File "/Users/gabe/dev/distributed/distributed/client.py", line 2209, in _gather
raise exc
concurrent.futures._base.CancelledError: one
```

Interestingly, with `threads_per_worker=1`, the problem doesn't happen. Clearly, it has something to do with the tasks running in parallel—either the deserialization of the task function, or the execution.

The traceback points to here: https://github.com/dask/distributed/blob/dac59230b6c02b4ec0f8c2d40d43483c20b91582/distributed/client.py#L2209