fix: remove unnecessary thread spawning

[therustmonk]

Changes

Removed an unnecessary thread that was spawned just to create an instance of the blocking client.
Also made similar changes to the other implementations.

Merge requirement checklist

• CONTRIBUTING guidelines followed
• Unit tests added/updated (if applicable)
• Appropriate CHANGELOG.md files updated for non-trivial, user-facing changes
• Changes in public API reviewed (if applicable)

[linux-foundation-easycla]

• ✅login: therustmonk / (f6d2a93)

The committers listed above are authorized under a signed CLA.

[codecov]

Codecov Report

Attention: Patch coverage is 0% with 12 lines in your changes missing coverage. Please review.

Project coverage is 81.3%. Comparing base (1d9bd25) to head (f6d2a93).

Files with missing lines	Patch %	Lines
opentelemetry-otlp/src/exporter/http/mod.rs	0.0%	12 Missing ⚠️

Additional details and impacted files

@@          Coverage Diff          @@
##            main   #2960   +/-   ##
=====================================
  Coverage   81.3%   81.3%           
=====================================
  Files        126     126           
  Lines      24289   24282    -7     
=====================================
  Hits       19763   19763           
+ Misses      4526    4519    -7     

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[cijothomas]

#2431 See the original PR which spun up new thread, just to create the blocking::client. It is done to address an issue - so it should not be removed unless the original issue is solved via some other means..

[therustmonk]

@cijothomas Thanks!