**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
session,
    )
    merge_conn(
        Connection(
            conn_id="postgres_default",
            conn_type="postgres",
            login="postgres",
            password="airflow",
            schema="airflow",
            host="postgres",
        ),
        session,
    )
    merge_conn(
        Connection(
            conn_id="presto_default",
            conn_type="presto",
            host="localhost",
            schema="hive",
            port=3400,
        ),
        session,
    )
    merge_conn(
        Connection(
            conn_id="qubole_default",
            conn_type="qubole",
            host="localhost",
        ),
        session,