MAINT Move parallel_config / parallel_backend out of parallel.py

[jeremiedbb]

As discussed in #1392 (comment), the file parallel.py is getting quite long which hurts its readability. We could move the 2 context managers parallel_config and parallel_backend in a separate parallel_config.py file. It requires a little bit of gymnastic though to avoid cyclic imports :)

It would be a good opportunity to also improve the docstring of get_active_backend as discussed in #1392 (comment)