Also makes sure the progress dialog is closed when we're done reading
symbols (it used to stay up for much of the symbol editor initialization).
Also makes sure that any cancel in the preLoad step is honoured in the
sync step. (The preload is done because it is multi-threaded and therefore
faster than the single-threaded sync.)
Also makes sure that individual threads pay attention to the cancellation,
not just the GUI thread.
Fixes https://gitlab.com/kicad/code/kicad/issues/8372
