bpo-31370: Remove support for threads-less builds (#3385)

* Remove Setup.config
* Always define WITH_THREAD for compatibility.

diff --git a/Lib/socketserver.py b/Lib/socketserver.py
index df17114..721eb50 100644
--- a/Lib/socketserver.py
+++ b/Lib/socketserver.py
@@ -127,10 +127,7 @@
 import selectors
 import os
 import sys
-try:
-    import threading
-except ImportError:
-    import dummy_threading as threading
+import threading
 from io import BufferedIOBase
 from time import monotonic as time