Fix pandas scan bug

[acquamarin]

Do you have any pybind11 objects that are members of other C++ structures? One commonly overlooked requirement is that pybind11 objects have to increase their reference count whenever their copy constructor is called. Thus, you need to be holding the GIL to invoke the copy constructor of any C++ class that has a pybind11 member. This can sometimes be very tricky to track for complicated programs Think carefully when you make a pybind11 object a member in another struct.

According to the pybind11 doc, we should grab the GIL in the copy constructor of any class who has a memeber of pybind11 objects.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (3762306) 91.52% compared to head (a5edea2) 91.51%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #2478      +/-   ##
==========================================
- Coverage   91.52%   91.51%   -0.01%     
==========================================
  Files        1024     1024              
  Lines       37796    37800       +4     
==========================================
+ Hits        34591    34594       +3     
- Misses       3205     3206       +1     

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