[Bug] `workflow.wait` broken with `asyncio.FIRST_COMPLETED` and local activities

What are you really trying to do?

Start N local activities, wait for the first one to finish, cancel the others.

Describe the bug

If I start N local activities, then use workflow.wait(tasks, return_when=asyncio.FIRST_COMPLETED), the workflow.wait coro blocks until all of the activities actually finish, instead of returning when the first one finishes. If I use non-local activities, this bug does not happen.

Minimal Reproduction

https://github.com/andmis/snippets/tree/temporal-python-sdk-local-activity-workflow-wait-bug

# Worker output after `python run_workflow.py`
2024-12-09 19:02:30.750775+00:00 (Workflow) Starting, local=False
2024-12-09 19:02:30.750775+00:00 (Workflow) Waiting for first completed activity
2024-12-09 11:02:30.760073 (Activity 0) Running sandbox_activity
2024-12-09 11:02:30.760565 (Activity 1) Running sandbox_activity
2024-12-09 11:02:32.875597 (Activity 1) Exiting sandbox_activity
2024-12-09 19:02:32.891753+00:00 (Workflow) Got first completed activity, cancelling others and exiting
2024-12-09 19:02:32.891753+00:00 (Workflow) Exiting
2024-12-09 11:02:35.328912 (Activity 0) Cancelling sandbox_activity

# Worker output after `python run_workflow.py -l`
2024-12-09 19:03:48.421271+00:00 (Workflow) Starting, local=True
2024-12-09 19:03:48.421271+00:00 (Workflow) Waiting for first completed activity
2024-12-09 11:03:48.425911 (Activity 0) Running sandbox_activity
2024-12-09 11:03:48.426165 (Activity 1) Running sandbox_activity
2024-12-09 11:03:49.817020 (Activity 1) Exiting sandbox_activity
2024-12-09 11:03:56.397142 (Activity 0) Exiting sandbox_activity
2024-12-09 19:03:56.394210+00:00 (Workflow) Got first completed activity, cancelling others and exiting
2024-12-09 19:03:56.394210+00:00 (Workflow) Exiting
# Note the timestamps

Environment/Versions

• OS and processor: macOS, M1
• Temporal version: 1.1.2
• Python SDK version: 1.8.0
• Are you using Docker or Kubernetes or building Temporal from source? No

Additional context

Start with the linked minimal reproduction and the Python SDK's workflow.wait handling for local activities, comparing it with non-local activities. Reproduce the FIRST_COMPLETED case using the reported commands and timestamps, then verify that waiting returns when the first local activity finishes and the remaining activities can be cancelled.