[SPARK-32920][FOLLOW-UP][CORE] Shutdown shuffleMergeFinalizeScheduler when DAGScheduler stop

### What changes were proposed in this pull request?

Call `shuffleMergeFinalizeScheduler.shutdownNow()` in `DAGScheduler.stop()`.

### Why are the changes needed?

Avoid the thread leak.

### Does this PR introduce _any_ user-facing change?

No.

### How was this patch tested?

Pass existing tests.

Closes #33495 from Ngone51/SPARK-32920-followup.

Authored-by: yi.wu <yi.wu@databricks.com>
Signed-off-by: Dongjoon Hyun <dongjoon@apache.org>

core/src/main/scala/org/apache/spark/scheduler/DAGScheduler.scala

@@ -2512,6 +2512,7 @@ private[spark] class DAGScheduler(
 
   def stop(): Unit = {
     messageScheduler.shutdownNow()
+    shuffleMergeFinalizeScheduler.shutdownNow()
     eventProcessLoop.stop()
     taskScheduler.stop()
   }