Automatic propagation of scope with gevent and gunicorn

### Environment

Which SDK and version?
sentry-sdk==0.20.2
gevent==21.1.2
gunicorn==20.0.4

### Steps to Reproduce

I have this code:
```
from gevent import monkey
monkey.patch_all()

import os
import bottle
import gevent
import sentry_sdk
from sentry_sdk.integrations.threading import ThreadingIntegration

sentry_kwargs = {
"environment": "sentry-test",
"ignore_errors": ["greenlet.GreenletExit"],
"dsn": os.environ["SENTRY_DSN"],
"integrations": [ThreadingIntegration(propagate_hub=True)]
}
sentry_sdk.init(**sentry_kwargs)

@bottle.route('/request')
def request():
with sentry_sdk.configure_scope() as scope:
scope.set_tag("url", bottle.request.path)
print(sentry_sdk.Hub.current.scope)
print(sentry_sdk.Hub.current.scope._tags)
gevent.spawn(_request_call)
return {}

def _request_call():
print(sentry_sdk.Hub.current.scope)
print(sentry_sdk.Hub.current.scope._tags)
```

### Expected Result

I would expect `ThreadingIntegration(propagate_hub=True)` would propagate scope to gevent, but it seems it's not the case.

### Actual Result
```

{'url': '/request'}

{}
```