[14.0.X] `PhotonXGBoostEstimator` : set `XGBoost` to use one thread to avoid spawning hundreds of OpenMP threads

[mmusich]

backport of https://github.com/cms-sw/cmssw/pull/45042

PR description:

Title says it all, see #44923 for details

PR validation:

Run the script https://github.com/cms-sw/cmssw/issues/44923#issuecomment-2128937695 and verified with gdb and info threads that the amount of threads is limited, see also https://github.com/cms-sw/cmssw/issues/44923#issuecomment-2130124566 and https://github.com/cms-sw/cmssw/issues/44923#issuecomment-2130273419

If this PR is a backport please specify the original PR and why you need to backport that PR. If this PR will be backported please specify to which release cycle the backport is meant for:

Backport of https://github.com/cms-sw/cmssw/pull/45042 in the 2024 production cycle for data-taking purposes.