Flaky test teardown in check_thread_leak

[fjetter]

E.g. https://github.com/fjetter/distributed/runs/2411704392?check_suite_focus=true

______ ERROR at teardown of test_nanny_closed_by_keyboard_interrupt[tcp] _______

    @pytest.fixture
    def cleanup():
        with clean():
>           yield

distributed/utils_test.py:1552: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
/usr/share/miniconda3/envs/dask-distributed/lib/python3.7/contextlib.py:119: in __exit__
    next(self.gen)
distributed/utils_test.py:1546: in clean
    del thread_state.on_event_loop_thread
/usr/share/miniconda3/envs/dask-distributed/lib/python3.7/contextlib.py:119: in __exit__
    next(self.gen)
distributed/utils_test.py:1428: in check_thread_leak
    for t, v in threading._active.items()
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 

.0 = <dict_itemiterator object at 0x7f5364277d70>

>       t
        for t, v in threading._active.items()
        if t not in active_threads_start
        and "Threaded" not in v.name
        and "watch message" not in v.name
        and "TCP-Executor" not in v.name
        # TODO: Make sure profile thread is cleaned up
        # and remove the line below
        and "Profile" not in v.name
    ]
E   RuntimeError: dictionary changed size during iteration