Remove ZeroMQ subscription threading

[dwsutherland]

Just fooling around with no-threading options for receiving ZeroMQ subscription data from the scheduler(s).
However, this seems quite responsive, so thought I'd post it.

I was testing whether the memory accumulation at the UIS was related to threading or not:
#682
Turns out threading is not a problem in this regard..

Check List

• I have read CONTRIBUTING.md and added my name as a Code Contributor.
• Contains logically grouped changes (else tidy your branch by rebase).
• Does not contain off-topic changes (use other PRs for other changes).
• Applied any dependency changes to both setup.cfg (and conda-environment.yml if present).
• Tests are included (or explain why tests are not needed).
• Changelog entry included if this is a change that can affect users
• Cylc-Doc pull request opened if required at cylc/cylc-doc/pull/XXXX.
• If this is a bug fix, PR should be raised against the relevant ?.?.x branch.

[oliver-sanders]

See also #574