Describe the bug
SIGTERM from StopTrainingJob doesn't appear to be passed to the training subprocess.

To reproduce
Add a SIGTERM handler to a training script, start a training job, then click "Stop". The signal handler will not fire.

Expected behavior
Signal handler should fire when "StopTrainingJob" happens

Screenshots or logs
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System information
A description of your system.

• Include the version of SageMaker Training Toolkit you are using.
• If you are using a prebuilt Amazon SageMaker Docker image, provide the URL.
• If you are using a custom Docker image, provide:
  • framework name (eg. PyTorch)
  • framework version
  • Python version
  • processing unit type (ie. CPU or GPU)

Additional context
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