executor: fix IndexMerge hang when got oom cancel (#41633)

[ti-chi-bot]

This is an automated cherry-pick of #41633

What problem does this PR solve?

Issue Number: close #41545

Problem Summary: Why hang: as issue said.

What is changed and how it works?

1. Always check finished and ctx.Done() when write to/read from channel.

Check List

Tests

• Unit test
• Integration test
• Manual test (add detailed scripts or steps below)
• No code

Side effects

• Performance regression: Consumes more CPU
• Performance regression: Consumes more Memory
• Breaking backward compatibility

Documentation

• Affects user behaviors
• Contains syntax changes
• Contains variable changes
• Contains experimental features
• Changes MySQL compatibility

Release note

Please refer to Release Notes Language Style Guide to write a quality release note.

executor: fix IndexMerge hang when got oom cancel 

[ti-chi-bot]

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[ti-chi-bot]

@ti-chi-bot: This cherry pick PR is for a release branch and has not yet been approved by release team.
Adding the do-not-merge/cherry-pick-not-approved label.

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