As reported initially by @rad-pat in #6084, the following script causes a deadlock.
```
from concurrent.futures import ProcessPoolExecutor
class ObjectWithPickleError():
"""Triggers a RuntimeError when sending job to the workers"""
def __reduce__(self):
raise RuntimeError()
if __name__ == "__main__":
e = ProcessPoolExecutor()
f = e.submit(id, ObjectWithPickleError())
e.shutdown(wait=False)
f.result() # Deadlock on get
```
This is caused by the fact that the main process is closing communication channels that might be necessary to the `queue_management_thread` later. To avoid this, this PR let the `queue_management_thread` manage all the closing.
https://bugs.python.org/issue39104
Automerge-Triggered-By: @pitrou