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Deduplicate where we set the default kvikio thread count #23678

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@Matt711

I think this looks good. As noted, I have a worry that we're replicating default-setting in more than one place. But I think that is probably best done as followup.

What I kind of think should happen is that (somehow) all the options should be resolved before we're making the XXXEngine. Or else, constructing the options objects should apply all defaults everywhere.

Originally posted by @wence- in #23634 (review)

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    cudf-polarsIssues specific to cudf-polarsimprovementImprovement / enhancement to an existing function

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