Graceful agent shutdowns

[cicdw]

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Please describe your work and make sure your PR:

• adds new tests (if appropriate)
• updates CHANGELOG.md (if appropriate)
• updates docstrings for any new functions or function arguments, including docs/outline.toml for API reference docs (if appropriate)

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What does this PR change?

For most local agents, especially during testing, users tend to use CTRL+C or some other keyboard interrupt signal to kill a running agent. This PR adds a graceful shutdown mode for all agents when a keyboard interrupt is passed. It prints agent is shutting down and waits for the final loop to process.

Why is this PR important?

Better user experience.

[codecov]

Codecov Report

Merging #1731 into master will decrease coverage by 0.03%.
The diff coverage is 60%.