progress: clear nested bars on `ThreadPool` exit

[casperdcl]

• don't clear nested bars when they finish (avoids blank space)
• manually clear ncols lines in ThreadPoolExecutor.__exit__ (clean up bars at the end)
• from progress: add main bars #3594 (comment)
• continues progress: better threading #3583

[skshetry]

There are still issues with progressbars in DVC, but this issue feels stale at this point. I am closing this but feel free to reopen if you think otherwise.

[skshetry]

There are still issues with progressbars in DVC, but this issue feels stale at this point. I am closing this but feel free to reopen if you think otherwise.