Make sure loop is marked with nest_asyncio

I know that this is already obsolete with jupyter#835. 
Sometimes, this loop is not marked by nest_asyncio (when calling `run_sync`) so this makes sure that the two eventloops (`asyncio.new_event_loop()` and the other created in `ioloop.IOLoop()`) do not make the system crash.
Unfortunately, I can not really give you a reproducible example as I was messing with spyder code when it happened. Feel free to close this PR if you think this is not needed.

jupyter_client/threaded.py

@@ -3,6 +3,7 @@
 """
 import asyncio
 import atexit
+import nest_asyncio
 import errno
 import time
 from threading import Event
@@ -211,6 +212,7 @@ def run(self) -> None:
         """Run my loop, ignoring EINTR events in the poller"""
         loop = asyncio.new_event_loop()
         asyncio.set_event_loop(loop)
+        nest_asyncio.apply(loop)
         self.ioloop = ioloop.IOLoop()
         self.ioloop._asyncio_event_loop = loop
         # signal that self.ioloop is defined