[python-package] Suppress confusing warning in dask module

[wohoef]

This commit prevents UserWarning: Parameter n_jobs will be ignored. from being emitted each time a model is trained with the lightgbm.dask estimators.

The warning is now only shown if a user provides a specific, non-default value (neither None nor -1).

Fixes #6797

[wohoef]

Thank you for the feedback James. I'll try to see if I can work on writing some tests :)