At least on my machine and implicitly in MNE-Python tests:
>>> import joblib
>>> with joblib.parallel_config('loky', n_jobs=2):
... print(joblib.Parallel(n_jobs=None).n_jobs)
...
1
>>> with joblib.parallel_config('loky', n_jobs=2):
... print(joblib.Parallel().n_jobs)
...
2
>>> joblib.__version__
'1.3.1'
No idea why it happens. On my machine it's from PyPI on Linux.