Hang when setting an asyncio event loop policy in server extension

I believe that if a server extension installs a new asyncio event loop policy that Jupyter will hang. Two common cases where this comes up:

1. Setting Tornado's `AnyThreadEventLoopPolicy` allowing other threads to be used for IOLoops

```python
import asyncio
import tornado.platform.asyncio
asyncio.set_event_loop_policy(tornado.platform.asyncio.AnyThreadEventLoopPolicy())
```

Dask uses this

2. Using uvloop

```python
import uvloop
asyncio.set_event_loop_policy(uvloop.EventLoopPolicy())
```

My guess is that these interfere with the use of `pyzmq`'s event loop policy within the Jupyter server, but I'm not sure.

This is causing problems with some work for the dask-labextension. See https://github.com/dask/dask-labextension/pull/31

Start by reproducing the hang from a Jupyter server extension using Tornado's AnyThreadEventLoopPolicy and uvloop's EventLoopPolicy. Inspect how the Jupyter server and pyzmq event loop policies interact; done means the server remains responsive under both policies.

Written by the indexing model from the issue text.