[feat/Discussion] Move polars engine affinity logic to the rust layer

[Matt711]

Description

In #20717, we created a new polars config option to set the POLARS_ENGINE_AFFINITY. The current dispatching logic is handled in the python layer in .collect. Ie.

if get_engine_affinity() == "streaming":
    new_streaming = True

We should move this logic main optimizer loop in the rust layer or some other part of the polars rust layer (original comment). This issue is meant for discussion on possible ways to achieve this.

Also, feel free to assign this issue to me

CC @ritchie46 @wence-