Only add signal handler on main thread (#668)

* Only add signal handler on main thread

* Add comment to explain reasoning

dask_jobqueue/runner.py

@@ -4,6 +4,7 @@
 import signal
 from contextlib import suppress
 from enum import Enum
+import threading
 from typing import Dict, Optional
 import warnings
 from tornado.ioloop import IOLoop
@@ -15,7 +16,10 @@
 
 
 # Close gracefully when receiving a SIGINT
-signal.signal(signal.SIGINT, lambda *_: sys.exit())
+# We use SIGINT to shut down because the scheduler and worker hang
+# if we call sys.exit() see https://github.com/dask/distributed/issues/8644
+if threading.current_thread() is threading.main_thread():
+    signal.signal(signal.SIGINT, lambda *_: sys.exit())
 
 
 class Role(Enum):