bpo-33540: Fix socketserver.ThreadingMixIn if block_on_close=False (GH-7310)

socketserver.ThreadingMixIn no longer tracks active threads if
block_on_close is false.
diff --git a/Lib/socketserver.py b/Lib/socketserver.py
index 71bb9a4..9dfd21b 100644
--- a/Lib/socketserver.py
+++ b/Lib/socketserver.py
@@ -655,7 +655,7 @@
         t = threading.Thread(target = self.process_request_thread,
                              args = (request, client_address))
         t.daemon = self.daemon_threads
-        if not t.daemon:
+        if not t.daemon and self.block_on_close:
             if self._threads is None:
                 self._threads = []
             self._threads.append(t)