fix potential TaskFailedListener's callback won't be called

there is possibility that onJobStart of TaskFailedListener won't be called, if
the job is submitted before the other thread adds addSparkListener.

detail can be found at dmlc#6019 (comment)

jvm-packages/xgboost4j-spark/src/main/scala/ml/dmlc/xgboost4j/scala/spark/XGBoost.scala

@@ -613,8 +613,12 @@ object XGBoost extends Serializable {
           }
         }
         sparkJobThread.setUncaughtExceptionHandler(tracker)
-        sparkJobThread.start()
-        val trackerReturnVal = parallelismTracker.execute(tracker.waitFor(0L))
+
+        val trackerReturnVal = parallelismTracker.execute {
+          sparkJobThread.start()
+          tracker.waitFor(0L)
+        }
+
         logger.info(s"Rabit returns with exit code $trackerReturnVal")
         val (booster, metrics) = postTrackerReturnProcessing(trackerReturnVal,
           boostersAndMetrics, sparkJobThread)