Verbosity option is not working in GridSearchCV (Jupyter notebook)

### Describe the bug

So this issue has been addressed before [here ](https://github.com/scikit-learn/scikit-learn/issues/22291) by [darrencl](https://github.com/darrencl), but the user didn't follow up with [lesteve](https://github.com/lesteve) response.

The problem is that GridSearchCV doesn't show the elapsed time periodically, or any log, I am set`n_jobs = -1`, and `verbose = 1`. I tried setting `n_jobs` to other values, the same with `verbose`, but nothing happened.
Note that this didn't happen until I updated scikit-learn from version 0.22.1 to 1.0.2.

[lesteve](https://github.com/lesteve) in his response assumed that this problem is due to `ipykernel <6`, which is not the case with me.

### Steps/Code to Reproduce

```
from sklearn.model_selection import GridSearchCV
from sklearn.ensemble import RandomForestClassifier
from sklearn import datasets

iris = datasets.load_iris()
params = {'n_estimators':[10,20,30,40,50,60],
          'max_depth':[20,50,60,70,80]}
grid_obj = GridSearchCV(estimator=RandomForestClassifier(), param_grid=params, n_jobs=-1, verbose=1, cv=5)
grid_obj.fit(iris.data, iris.target)
```

### Expected Results

This is the output when using version 0.22.1
![image](https://user-images.githubusercontent.com/17684093/158401635-31755363-2108-41e7-8f7f-08985abd03b8.png)


### Actual Results

```Fitting 5 folds for each of 30 candidates, totalling 150 fits```

### Versions

```shell
System:
    python: 3.8.5 (default, Sep  3 2020, 21:29:08) [MSC v.1916 64 bit (AMD64)]
executable: D:\Programs\ApplicationsSetup\anaconda3\python.exe
   machine: Windows-10-10.0.19041-SP0

Python dependencies:
          pip: 21.2.2
   setuptools: 58.0.4
      sklearn: 1.0.2
        numpy: 1.19.2
        scipy: 1.6.2
       Cython: 0.29.25
       pandas: 1.4.1
   matplotlib: 3.5.1
       joblib: 1.1.0
threadpoolctl: 2.2.0


!jupyter --version
Selected Jupyter core packages...
IPython          : 7.31.1
ipykernel        : 6.4.1
ipywidgets       : 7.6.5
jupyter_client   : 6.1.12
jupyter_core     : 4.9.1
jupyter_server   : 1.13.5
jupyterlab       : 3.2.9
nbclient         : 0.5.11
nbconvert        : 6.1.0
nbformat         : 5.1.3
notebook         : 6.4.9
qtconsole        : 5.2.2
traitlets        : 5.1.1
```

COMMENT:
So it seems like this may be a combination of different issues. It may be worth to report them upstream (ipykernel for the first one, and loky or ipykernel for the second one).

### No subprocess stdout capturing on Windows 

On Windows it does not seem like the output of subprocesses is correctly captured. Here is an example using only the stdlib:

```py
from concurrent.futures import ProcessPoolExecutor

# write local module since on Windows you can not use interactively defined functions in ProcessPoolExecutor
with open('func.py', 'w') as f:
    f.write('def func(arg): print("from subprocess, arg:", arg)')

from func import func
    
executor = ProcessPoolExecutor(max_workers=2)
future = executor.submit(func, 1)
future.result()
```

On Linux (output from the subprocess is visible)
![image](https://user-images.githubusercontent.com/1680079/158564018-78b17046-378a-42a5-a9f2-f316305b7c84.png)

On Windows (no output from the subprocess):
![image](https://user-images.githubusercontent.com/1680079/158564260-691eeef3-b8e3-4181-9e79-8e15de83f593.png)

### Linux: Incomplete subprocess stdout capturing with joblib loky backend 

Looks like there are additional issues even on Linux with the loky joblib backend
- the output is visible using Parallel and the multiprocessing backend
- the output is not visible using Parallel and the loky backend
- the output is visible using Parallel, the loky backend, and adding flush=True to the print statement

The following screenshot shows the output where the code is a variation of:
```py
from joblib import Parallel, delayed

def func(arg):
    print("from subprocess, arg: ", arg)
    
Parallel(backend='loky', n_jobs=2)(delayed(func)(i) for i in range(10))
```
![image](https://user-images.githubusercontent.com/1680079/158565715-93413dc2-b7a1-4c9a-9ef1-66217ebfeb2e.png)

Labels: Bug, module:model_selection, Needs Investigation