**Apache Airflow version**:
2.0.1

**Kubernetes version (if you are using kubernetes)** (use `kubectl version`):
Not applicable

**Environment**:

- **Cloud provider or hardware configuration**: None
- **OS** (e.g. from /etc/os-release): Ubuntu
- **Kernel** (e.g. `uname -a`): 
- **Install tools**:
- **Others**:

**What happened**:

1. Ran airflow db init on mysql in parallel in 2 command lines. Only one command did the migrations, the other one waited. But connections were inserted twice. I would like them not to be added twice.
2. Ran airflow db init on postgres in parallel in 2 command lines. Both command lines started doing migrations on the same db in parallel. I would like one command to run, the other to wait.

**What you expected to happen**:

1. For MySQL. Connections and other config objects to be inserted only once.
2. For Postgres. Only one migration can be performed in the same time for the same db.

**How to reproduce it**:
Scenario 1:
Setup Airflow so that it uses MySQL.
Run `airflow init db` in 2 command lines, side by side.

Scenario 2:
Setup Airflow so that it uses Postgres.
Run `airflow init db` in 2 command lines, side by side.

**Anything else we need to know**:
This problem occurs every time.
airflow/utils/db.py
"""
    Check unique conn_id in connection table
    :param session:  session of the sqlalchemy
    :rtype: str
    """
    dups = []
    try:
        dups = session.query(Connection.conn_id).group_by(Connection.conn_id).having(func.count() > 1).all()
    except (exc.OperationalError, exc.ProgrammingError):
        
        pass
    if dups:
        return (
            'Seems you have non unique conn_id in connection table.\n'
            'You have to manage those duplicate connections '
            'before upgrading the database.\n'
            f'Duplicated conn_id: {[dup.conn_id for dup in dups]}'
        )
    return ''
def check_conn_type_null(session=None) -> str: