perf: Remove extra thread spawn from row group fetcher

[nameexhaustion]

Looked through the uses of spawn and made some small improvements

[codspeed-hq]

CodSpeed Performance Report

Merging #15626 will not alter performance

_{Comparing nameexhaustion:spawn (79e2424) with main (92902e6)}

Summary

✅ 22 untouched benchmarks

[codecov]

Codecov Report

Attention: Patch coverage is 98.70130% with 1 lines in your changes are missing coverage. Please review.

Project coverage is 81.27%. Comparing base (b09a709) to head (79e2424).

Files	Patch %	Lines
crates/polars-io/src/parquet/async_impl.rs	96.66%	1 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main   #15626      +/-   ##
==========================================
+ Coverage   81.26%   81.27%   +0.01%     
==========================================
  Files        1371     1371              
  Lines      175779   175778       -1     
  Branches     2531     2531              
==========================================
+ Hits       142839   142856      +17     
+ Misses      32464    32447      -17     
+ Partials      476      475       -1     

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