Shut down spark callback server when spark autologging is disabled or spark session is shut down

[WeichenXu123]

Related Issues/PRs

#xxx

Closes #8502

What changes are proposed in this pull request?

Shutdown spark callback server when spark autologging is disabled or spark session is shut down.

If we do not shut down spark callback server, even when spark session is shut down, the callback server is still running in background and it blocks python process exiting when python main thread exits.

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[BenWilson2]

LGTM!

[WeichenXu123]

I just tested atexit hook but I found it does not work,
because atexit hook is called only after all non-daemon background threads exit,
but the spark callback server will generate some non-daemon background threads which blocks triggering atexit hook when main thread exits,
so that I removed atexit hook code,
user can add sparkSession.stop() at the end of main thread code to make the python process exit properly.