bpo-40521: Make the empty frozenset per interpreter (GH-21068)

Each interpreter now has its own empty frozenset singleton.
diff --git a/Python/pylifecycle.c b/Python/pylifecycle.c
index 1b4a3db..aaea045 100644
--- a/Python/pylifecycle.c
+++ b/Python/pylifecycle.c
@@ -1255,9 +1255,7 @@
     _PyAsyncGen_Fini(tstate);
     _PyContext_Fini(tstate);
 
-    if (is_main_interp) {
-        _PySet_Fini();
-    }
+    _PySet_Fini(tstate);
     _PyDict_Fini(tstate);
     _PyList_Fini(tstate);
     _PyTuple_Fini(tstate);