`StopIteration` in a generator in a thread hanging on asyncio

# Bug report

### Bug description:

```python
import asyncio

def a():
    raise StopIteration

try:
    await asyncio.to_thread(a)
except:
    print(3.12.0)

```

other cases: https://github.com/agronholm/anyio/pull/477


### CPython versions tested on:

3.11, 3.12

### Operating systems tested on:

Windows


### Linked PRs
* gh-113220
* gh-123033