Name the dhcp watcher thread (#49144)

When getting py-spy reports, it is helpful to get thread names
to make it easier to track down issues.

homeassistant/components/dhcp/__init__.py

@@ -312,6 +312,8 @@ class DHCPWatcher(WatcherBase):
         )
 
         self._sniffer.start()
+        if self._sniffer.thread:
+            self._sniffer.thread.name = self.__class__.__name__
 
     def handle_dhcp_packet(self, packet):
         """Process a dhcp packet."""