Add config to control default direct_to_worker value

Clients can gather and scatter data directly to the workers instead of proxing everything over the scheduler. It is currently not possible to define the default of this behavior and in almost all circumstances it chooses the proxy over scheduler approach unless the client is initialized with `direct_to_worker=True`.

I believe it would be convenient to add this to the dask config to allow users to set this as a default in their config it they know that their deployment supports this.