[Example][Fix] Fix CAREGNN example

[yaox12]

Description

Fix #4203. cc @chang-l

1. Update CARESampler to meet the new sampling pipeline.
2. Fix a bug when num_workers > 0.

Checklist

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [$CATEGORY] (such as [NN], [Model], [Doc], [Feature]])
• Changes are complete (i.e. I finished coding on this PR)
• To the best of my knowledge, examples are either not affected by this change,
  or have been fixed to be compatible with this change
• Related issue is referred in this PR

[dgl-bot]

To trigger regression tests:

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[dgl-bot]

Commit ID: a0fd046

Build ID: 4

Status: ✅ CI test succeeded

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[dgl-bot]

Commit ID: 65b552f

Build ID: 5

Status: ✅ CI test succeeded

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