FIX: Make detection of nested parallelism look only at what joblib modifies

[david-cortes-intel]

Description

Updates the logic in sklearnex that detects when it is running under parallel joblib jobs to look only at what joblib will always set.

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Checklist:

Completeness and readability

• I have commented my code, particularly in hard-to-understand areas.
• Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• I have resolved any merge conflicts that might occur with the base branch.

Testing

• I have run it locally and tested the changes extensively.
• All CI jobs are green or I have provided justification why they aren't.

[david-cortes-intel]

/intelci: run

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.

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