Remove `BackgroundSocket` wrapper, use `IOPubThread` directly #3982

Job	Run time
Test Lint	49s
Make SDist	28s
test_docs	41s
check_release	1m 40s
Test Prereleases	2m 34s
test_without_debugpy (ubuntu-latest, 3.10)	2m 17s
Test Minimum Versions	2m 46s
link_check	3m 55s
build (ubuntu-latest, qt5, 3.10)	2m 39s
build (ubuntu-latest, qt6, 3.10)	2m 40s
build (ubuntu-latest, qt6, 3.11)	2m 33s
build (ubuntu-latest, qt5, pypy-3.11)	3m 32s
build (ubuntu-latest, qt5, 3.14)	2m 34s
build (windows-latest, qt5, pypy-3.11)	7m 24s
build (windows-latest, qt6, 3.10)	3m 38s
build (windows-latest, qt6, 3.12)	4m 36s
build (windows-latest, qt6, pypy-3.11)	5m 12s
build (windows-latest, qt5, 3.10)	4m 27s
build (ubuntu-latest, qt6, 3.12)	2m 46s
build (macos-latest, qt6, 3.13)	3m 0s
build (windows-latest, qt6, 3.11)	4m 30s
build (macos-latest, qt6, pypy-3.11)	5m 1s
build (windows-latest, qt5, 3.14)	3m 45s
build (macos-latest, qt6, 3.11)	2m 49s
build (windows-latest, qt6, 3.13)	4m 20s
build (ubuntu-latest, qt6, 3.13)	2m 38s
build (ubuntu-latest, qt6, pypy-3.11)	3m 33s
build (macos-latest, qt5, pypy-3.11)	6m 32s
build (macos-latest, qt5, 3.14)	2m 52s
build (macos-latest, qt5, 3.10)	2m 47s
build (macos-latest, qt6, 3.10)	2m 50s
build (macos-latest, qt6, 3.12)	3m 33s
Install from SDist and Test	2m 25s
coverage	-1s
	1h 47m 45s

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