[jvm-packages] fix safe execution

[CodingCat]

looks like we are capturing the wrong events in SparkParallelismTracker

fix it @Yunni

[codecov-io]

Codecov Report

Merging #4046 into master will increase coverage by <.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #4046      +/-   ##
==========================================
+ Coverage   60.77%   60.78%   +<.01%     
==========================================
  Files         130      130              
  Lines       11702    11702              
==========================================
+ Hits         7112     7113       +1     
+ Misses       4590     4589       -1

Impacted Files	Coverage Δ
src/objective/multiclass_obj.cu	93.68% <0%> (+1.05%)	⬆️

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[Yunni]

Good catch. Thanks!