Use PyEval_InitThreads() as intended (#4350)

* Use `PyEval_InitThreads()` as intended (actually matters only for Python 3.6).

* Add `if defined(WITH_THREAD)` condition.

https://docs.python.org/3.6/c-api/init.html#c.PyEval_InitThreads

> This function is not available when thread support is disabled at compile time.

* Fix oversight pointed out by @EricCousineau-TRI: Remove condition that is always false.

include/pybind11/detail/internals.h

@@ -468,9 +468,6 @@ PYBIND11_NOINLINE internals &get_internals() {
         internals_ptr = new internals();
 #if defined(WITH_THREAD)
 
-#    if PY_VERSION_HEX < 0x03090000
-        PyEval_InitThreads();
-#    endif
         PyThreadState *tstate = PyThreadState_Get();
         if (!PYBIND11_TLS_KEY_CREATE(internals_ptr->tstate)) {
             pybind11_fail("get_internals: could not successfully initialize the tstate TSS key!");

include/pybind11/embed.h

@@ -118,6 +118,9 @@ inline void initialize_interpreter(bool init_signal_handlers = true,
 #if PY_VERSION_HEX < 0x030B0000
 
     Py_InitializeEx(init_signal_handlers ? 1 : 0);
+#    if defined(WITH_THREAD) && PY_VERSION_HEX < 0x03070000
+    PyEval_InitThreads();
+#    endif
 
     // Before it was special-cased in python 3.8, passing an empty or null argv
     // caused a segfault, so we have to reimplement the special case ourselves.