Allow running scheduled tasks on threads

[philippjfr]

Fixes #5869

[codecov]

Codecov Report

Attention: 13 lines in your changes are missing coverage. Please review.

Comparison is base (7eb9c71) 84.00% compared to head (dea9ed5) 22.85%.
Report is 1 commits behind head on main.

Files	Patch %	Lines
panel/tests/test_server.py	7.69%	12 Missing ⚠️
panel/io/state.py	50.00%	1 Missing ⚠️

Additional details and impacted files

@@             Coverage Diff             @@
##             main    #5879       +/-   ##
===========================================
- Coverage   84.00%   22.85%   -61.15%     
===========================================
  Files         290      290               
  Lines       42391    42402       +11     
===========================================
- Hits        35609     9690    -25919     
- Misses       6782    32712    +25930     

Flag	Coverage Δ
ui-tests	?
unitexamples-tests	22.85% <13.33%> (-49.52%)	⬇️

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