Describe the bug
After starting supervisor process and worker process locally, when executing pymars codes in python console or a single python script, pymars cannot exit normally. Instead I have to use ctrl+c to exit the command line.
While pymars can exit normally in IPython.

To Reproduce
To help us reproducing this bug, please provide information below:

1. Your Python version: 3.9.12
2. The version of Mars you use: 0.9.0, the latest version of pymars, using pip install.
3. Versions of crucial packages, such as numpy, scipy and pandas: follow pymars.
4. Full stack of the error: No logs in supervisor and worker process. And no information in console when press Ctrl+C.
5. The situation: See the screenshots:

• Run in the python console:
  
• Run in a script:
  

6. Minimized code to reproduce the error.

• Firstly, start supervisor process and worker process locally.

mars-supervisor -H 0.0.0.0 -p 9002 -w 9001
mars-worker -H 0.0.0.0 -p 9003 -s 127.0.0.1:9002

• Secondly, run the following codes in python console.

import mars
import mars.tensor as mt

s = mars.new_session('http://127.0.0.1:9001')

a = mt.random.rand(4, 4, chunk_size=2)
b = mt.inner(a, a)
b.execute()  # submit tensor to cluster

• Last, execute exit() try to exit the python console.