Cancel SQLServer agent history job on check cancel (DataDog#22753)

* Cancel SQLServer agent history job on check cancel

* Changelog

Author: sethsamuel

sqlserver/changelog.d/22753.fixed

@@ -0,0 +1 @@
+Cancel SQLServer agent history job on check cancel

sqlserver/datadog_checks/sqlserver/sqlserver.py

@@ -210,6 +210,7 @@ def cancel(self):
         self.activity.cancel()
         self.sql_metadata.cancel()
         self.deadlocks.cancel()
+        self.agent_history.cancel()
 
         # Cancel all XE session handlers
         for handler in self.xe_session_handlers: