[FEA] disallow nested with_spark_session and throw an exception if it is nested in integration test

[thirtiseven]

Is your feature request related to a problem? Please describe.
with_spark_session should not allowed to be nested because it will lead to some unexpected behaviors.

with_spark_session calls reset_spark_session_conf which does more than just reset the conf.

It clears out the catalog too with no way to get the original config or catalog back after it exits.

That means with_gpu_session -> with_cpu_session will result in the GPU query running on the CPU after the with_cpu_session.

Describe the solution you'd like
Throw an exception if with_spark_session is nested inside another with_spark_session.
If there are some nested with_spark_session in current integration test, we should also fix them.

Additional context
This is a follow-on issue of #9405