[Bug] Revisit activity/nexus worker error handling on shutdown

[dandavison]

See https://github.com/temporalio/sdk-python/pull/813/files#r2183804451 and https://github.com/temporalio/sdk-python/pull/813/files#r2183805267.

Also https://github.com/temporalio/sdk-python/pull/813/files#r2183909640 re potential memory leaks in activity worker

[sonianuj287]

Hi @dandavison , I've started working on this issue. Please let me know if you have anything more to share regarding it.
Thanks :)

[VegetarianOrc]

Closing this as won't do. Core handles graceful shutdown and the behavior of the Nexus worker is consistent with the activities worker.