[dask] Fix LTR with empty partition and NCCL error.

[trivialfis]

close #11147 .

still have some flaky errors about timeout. But this should fix the hang caused by the LTR test.

• Workaround NCCL error: Latest NCCL 2.24.3 might crash XGBoost. #11154
• Fix learning to rank with empty workers.

Ref #11154 .

[trivialfis]

Hmm, segfault at a completely unknown location:

(gdb) bt
#0  0x00007074406efce5 in ?? ()
#1  0x00007074673ffe00 in ?? ()
#2  0x00007074673ffdf8 in ?? ()
#3  0x00007074674005c0 in ?? ()
#4  0x0000000000000000 in ?? ()

[trivialfis]

Something funky in the dlopen.

[trivialfis]

@hcho3 This should fix existing MGPU errors. There are some other flaky errors in CPU tests, I will followup in different PRs. Please help take a look when you are available.