In JAX, I observed a race between two PyOperation destructors from
different threads updating the same `liveOperations` map, despite not
intentionally sharing the context between different threads. Since I
don't think we can be completely sure when GC happens and on which
thread, it seems safest simply to add locking here.
We may also want to explicitly support sharing a context between threads
in the future, which would require this change or something similar.