shutdown ThreadPoolExecutor in MultiThreadedExecutor. (backport #1309)

[mergify]

Fixes: #893

---

This is an automatic backport of pull request #1309 done by Mergify.

[mergify]

Cherry-pick of ee79763 has failed:

On branch mergify/bp/jazzy/pr-1309
Your branch is up to date with 'origin/jazzy'.

You are currently cherry-picking commit ee79763.
  (fix conflicts and run "git cherry-pick --continue")
  (use "git cherry-pick --skip" to skip this patch)
  (use "git cherry-pick --abort" to cancel the cherry-pick operation)

Changes to be committed:
	modified:   rclpy/test/test_executor.py

Unmerged paths:
  (use "git add <file>..." to mark resolution)
	both modified:   rclpy/rclpy/executors.py

To fix up this pull request, you can check it out locally. See documentation: https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/checking-out-pull-requests-locally

[fujitatomoya]

@christophebedard @ahcorde can you approve? i just fixed the conflicts, so i cannot approve my fix.

[ahcorde]

Pulls: #1670
Gist: https://gist.githubusercontent.com/ahcorde/7d1a77e6931b23784f0179ba83da65dd/raw/f28081e735c7074abd1a8cc7ac902007e26a4971/ros2.repos
BUILD args: --packages-above-and-dependencies rclpy
TEST args: --packages-above rclpy
ROS Distro: jazzy
Job: ci_launcher
ci_launcher ran: https://ci.ros2.org/job/ci_launcher/19358

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