[SPARK-50578][PYTHON][SS][FOLLOWUP] Change to use Thread.interrupt instead of Thread.stop to interrupt the execution of TransformWithStateInPandasPythonPreInitRunner#daemonThread

### What changes were proposed in this pull request?
This PR change to use `Thread.interrupt()` instead of `Thread.stop()` to attempt to interrupt the execution of `TransformWithStateInPandasPythonPreInitRunner#daemonThread`.

Additionally, logic has been added in `TransformWithStateInPandasStateServer#run` to respond to the interrupt by setting the `CLOSED` state and exiting.

### Why are the changes needed?
The `Thread.stop` method in Java 21 directly throws an `UnsupportedOperationException`, which led to the failure of the Java 21 daily tests:

- https://github.com/apache/spark/actions/runs/12511573912/job/34903859772
- https://github.com/apache/spark/actions/runs/12523542188/job/34933207012
- https://github.com/apache/spark/actions/runs/12592534465/job/35097321533

![image](https://github.com/user-attachments/assets/75cef6d7-d66a-4652-b01d-38412d6db3b0)

So the primary purpose of this change is to restore the daily tests for Java 21.

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
- Pass GitHub Actions
- Pass Java 21 GitHub Action test: https://github.com/LuciferYang/spark/actions/runs/12606699142/job/35137180872

![image](https://github.com/user-attachments/assets/9e5e8b08-d167-4f7a-959c-8ebe6e22f9bc)

### Was this patch authored or co-authored using generative AI tooling?
No

Closes #49354 from LuciferYang/java21-test-2.

Authored-by: yangjie01 <yangjie01@baidu.com>
Signed-off-by: Dongjoon Hyun <dongjoon@apache.org>

Author: LuciferYang

sql/core/src/main/scala/org/apache/spark/sql/execution/python/TransformWithStateInPandasPythonRunner.scala

@@ -275,7 +275,7 @@ class TransformWithStateInPandasPythonPreInitRunner(
   override def stop(): Unit = {
     super.stop()
     closeServerSocketChannelSilently(stateServerSocket)
-    daemonThread.stop()
+    daemonThread.interrupt()
   }
 
   private def startStateServer(): Unit = {

sql/core/src/main/scala/org/apache/spark/sql/execution/python/TransformWithStateInPandasStateServer.scala

@@ -146,6 +146,9 @@ class TransformWithStateInPandasStateServer(
 
     while (listeningSocket.isConnected &&
       statefulProcessorHandle.getHandleState != StatefulProcessorHandleState.CLOSED) {
+      if (Thread.currentThread().isInterrupted) {
+        throw new InterruptedException("Thread was interrupted")
+      }
       try {
         val version = inputStream.readInt()
         if (version != -1) {
@@ -159,6 +162,11 @@ class TransformWithStateInPandasStateServer(
           logWarning(log"No more data to read from the socket")
           statefulProcessorHandle.setHandleState(StatefulProcessorHandleState.CLOSED)
           return
+        case _: InterruptedException =>
+          logInfo(log"Thread interrupted, shutting down state server")
+          Thread.currentThread().interrupt()
+          statefulProcessorHandle.setHandleState(StatefulProcessorHandleState.CLOSED)
+          return
         case e: Exception =>
           logError(log"Error reading message: ${MDC(LogKeys.ERROR, e.getMessage)}", e)
           sendResponse(1, e.getMessage)