[dask] Use nthread in DMatrix construction. (#7337)
This is consistent with the thread overriding behavior.
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@@ -434,7 +434,7 @@ class TestDistributedGPU:
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def worker_fn(worker_addr: str, data_ref: Dict) -> None:
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with dxgb.RabitContext(rabit_args):
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local_dtrain = dxgb._dmatrix_from_list_of_parts(**data_ref)
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local_dtrain = dxgb._dmatrix_from_list_of_parts(**data_ref, nthread=7)
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fw_rows = local_dtrain.get_float_info("feature_weights").shape[0]
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assert fw_rows == local_dtrain.num_col()
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