bpo-39877: Remove useless PyEval_InitThreads() calls (GH-18883)

Py_Initialize() calls PyEval_InitThreads() since Python 3.7. It's no
longer needed to call it explicitly.
diff --git a/Lib/test/test_embed.py b/Lib/test/test_embed.py
index 87842b9..46ed113 100644
--- a/Lib/test/test_embed.py
+++ b/Lib/test/test_embed.py
@@ -267,9 +267,8 @@
 
     def test_bpo20891(self):
         """
-        bpo-20891: Calling PyGILState_Ensure in a non-Python thread before
-        calling PyEval_InitThreads() must not crash. PyGILState_Ensure() must
-        call PyEval_InitThreads() for us in this case.
+        bpo-20891: Calling PyGILState_Ensure in a non-Python thread must not
+        crash.
         """
         out, err = self.run_embedded_interpreter("test_bpo20891")
         self.assertEqual(out, '')