When the interchange is killed by SIGINT/Ctrl-C, the main thread exits
(due to a SIGINT generated KeyboardInterrupt exception) but the other
two interchange threads do not. This means that the interchange process
hangs without exiting.

With the behaviour introduced by this PR, the main thread ending will
now cause the (now daemon) threads to end too.

This behaviour is different from the SIGTERM behaviour (which is how
a clean parsl shutdown happens) - a SIGTERM kills all threads without
opportunity for catching the exit, in the current signal handler
configuration.