[3.14] gh-143874: Use self.message instead of raw print in `_exec_in_closure()` (GH-143875) (#144061)

gh-143874: Use self.message instead of raw print in `_exec_in_closure()`  (GH-143875)
(cherry picked from commit e66597d6c84a8615340822b8da564e5ca3fba5cd)

Co-authored-by: Yongtao Huang <yongtaoh2022@gmail.com>