[Feature, BugFix] Better thread control in penv and collectors #8980

Job	Run time
build-wheel-linux (3.8, cp38-cp38, --index-url https://download.pytorch.org/whl/cpu, "['cpu', '11...	1m 22s
build-wheel-windows (3.8, 3.8)	1m 30s
build-wheel-mac (3.8, 3.8)	1m 16s
build-wheel-linux (3.9, cp39-cp39, --index-url https://download.pytorch.org/whl/cpu, "['cpu', '11...	1m 22s
build-wheel-windows (3.9, 3.9)	1m 24s
build-wheel-mac (3.9, 3.9)	1m 13s
build-wheel-linux (3.10, cp310-cp310, --index-url https://download.pytorch.org/whl/cpu, "['cpu', ...	1m 23s
build-wheel-windows (3.10, 3.10.3)	1m 21s
build-wheel-mac (3.10, 3.10.3)	1m 20s
build-wheel-linux (3.11, cp311-cp311, --index-url https://download.pytorch.org/whl/cpu, "['cpu', ...	1m 23s
build-wheel-windows (3.11, 3.11)	1m 30s
build-wheel-mac (3.11, 3.11)	1m 6s
test-wheel	1s
test-wheel-windows	1s
	16m 12s

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