I'm puzzled, too. The example is about spawning threads in Rust, not processes under UNIX. In Rust, if the main thread dies, all other threads get killed. So child threads outliving the main thread is not a problem.
A harder problem is making sure that the program shuts down if some thread panics. There are several ways to do that, but it's not automatic.
Incidentally, regular mutexes are "poisoned" if the thread holding them panics. Anyone trying to lock the mutex gets an error. However, parking_lot mutexes do not do this. If the thread holding one of those panics, the mutex unlocks. This may be unsafe.