[training] fix: prevent crash on side-threads

[tdene]

What does this PR do ?

#3823 causes a crash when running on a side-thread, due to the fact that Python does not allow for signal handling to occur on non-main threads.

2026-06-15T22:07:04.5888674Z �[36m(MegatronPolicyWorker pid=26946)�[0m Exception raised in creation task: The actor died because of an error raised in its creation task, �[36mray::lm_policy-0-0:MegatronPolicyWorker.__init__()�[39m (pid=26946, ip=172.17.0.2, actor_id=251558e2695df89123e6592e01000000, repr=MegatronPolicyWorker[rank=0])
2026-06-15T22:07:04.5938895Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/root/.local/share/uv/python/cpython-3.13.13-linux-x86_64-gnu/lib/python3.13/concurrent/futures/_base.py", line 449, in result
2026-06-15T22:07:04.5940018Z �[36m(MegatronPolicyWorker pid=26946)�[0m     return self.__get_result()
2026-06-15T22:07:04.5941248Z �[36m(MegatronPolicyWorker pid=26946)�[0m            ~~~~~~~~~~~~~~~~~^^
2026-06-15T22:07:04.5942520Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/root/.local/share/uv/python/cpython-3.13.13-linux-x86_64-gnu/lib/python3.13/concurrent/futures/_base.py", line 401, in __get_result
2026-06-15T22:07:04.5943656Z �[36m(MegatronPolicyWorker pid=26946)�[0m     raise self._exception
2026-06-15T22:07:04.5944689Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/opt/nemo-rl/nemo_rl/models/policy/workers/megatron_policy_worker.py", line 337, in __init__
2026-06-15T22:07:04.5946225Z �[36m(MegatronPolicyWorker pid=26946)�[0m     model_and_optimizer_state = setup_model_and_optimizer(
2026-06-15T22:07:04.5946913Z �[36m(MegatronPolicyWorker pid=26946)�[0m         config,
2026-06-15T22:07:04.5947513Z �[36m(MegatronPolicyWorker pid=26946)�[0m     ...<2 lines>...
2026-06-15T22:07:04.5948304Z �[36m(MegatronPolicyWorker pid=26946)�[0m         pre_load_checkpoint_hook=getattr(self, "_pre_load_checkpoint_hook", None),
2026-06-15T22:07:04.5949088Z �[36m(MegatronPolicyWorker pid=26946)�[0m     )
2026-06-15T22:07:04.5949984Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/opt/nemo-rl/nemo_rl/models/megatron/setup.py", line 1048, in setup_model_and_optimizer
2026-06-15T22:07:04.5950890Z �[36m(MegatronPolicyWorker pid=26946)�[0m     state.cfg = megatron_cfg
2026-06-15T22:07:04.5951362Z �[36m(MegatronPolicyWorker pid=26946)�[0m     ^^^^^^^^^
2026-06-15T22:07:04.5952430Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/opt/nemo-rl/3rdparty/Megatron-Bridge-workspace/Megatron-Bridge/src/megatron/bridge/training/state.py", line 168, in cfg
2026-06-15T22:07:04.5953315Z �[36m(MegatronPolicyWorker pid=26946)�[0m     self._set_signal_handler()
2026-06-15T22:07:04.5953790Z �[36m(MegatronPolicyWorker pid=26946)�[0m     ~~~~~~~~~~~~~~~~~~~~~~~~^^
2026-06-15T22:07:04.5954695Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/opt/nemo-rl/3rdparty/Megatron-Bridge-workspace/Megatron-Bridge/src/megatron/bridge/training/state.py", line 466, in _set_signal_handler
2026-06-15T22:07:04.5956046Z �[36m(MegatronPolicyWorker pid=26946)�[0m     self._signal_handler = DistributedSignalHandler(self.cfg.train.exit_signal).__enter__()
2026-06-15T22:07:04.5956833Z �[36m(MegatronPolicyWorker pid=26946)�[0m                            ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~^^
2026-06-15T22:07:04.5957835Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/opt/nemo-rl/3rdparty/Megatron-Bridge-workspace/Megatron-Bridge/src/megatron/bridge/training/utils/sig_utils.py", line 130, in __enter__
2026-06-15T22:07:04.5958707Z �[36m(MegatronPolicyWorker pid=26946)�[0m     signal.signal(self.sig, handler)
2026-06-15T22:07:04.5959224Z �[36m(MegatronPolicyWorker pid=26946)�[0m     ~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^
2026-06-15T22:07:04.5960005Z �[36m(MegatronPolicyWorker pid=26946)�[0m   File "/root/.local/share/uv/python/cpython-3.13.13-linux-x86_64-gnu/lib/python3.13/signal.py", line 58, in signal
2026-06-15T22:07:04.5960896Z �[36m(MegatronPolicyWorker pid=26946)�[0m     handler = _signal.signal(_enum_to_int(signalnum), _enum_to_int(handler))
2026-06-15T22:07:04.5961635Z �[36m(MegatronPolicyWorker pid=26946)�[0m ValueError: signal only works in main thread of the main interpreter

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