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

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

diff --git a/Lib/test/test_capi.py b/Lib/test/test_capi.py
index c3a04b4..1b826ee 100644
--- a/Lib/test/test_capi.py
+++ b/Lib/test/test_capi.py
@@ -11,6 +11,7 @@
 import sys
 import sysconfig
 import textwrap
+import threading
 import time
 import unittest
 from test import support
@@ -20,10 +21,7 @@
     import _posixsubprocess
 except ImportError:
     _posixsubprocess = None
-try:
-    import threading
-except ImportError:
-    threading = None
+
 # Skip this test if the _testcapi module isn't available.
 _testcapi = support.import_module('_testcapi')
 
@@ -52,7 +50,6 @@
         self.assertEqual(testfunction.attribute, "test")
         self.assertRaises(AttributeError, setattr, inst.testfunction, "attribute", "test")
 
-    @unittest.skipUnless(threading, 'Threading required for this test.')
     def test_no_FatalError_infinite_loop(self):
         with support.SuppressCrashReport():
             p = subprocess.Popen([sys.executable, "-c",
@@ -276,7 +273,6 @@
         self.assertIn(b'MemoryError 3 30', out)
 
 
-@unittest.skipUnless(threading, 'Threading required for this test.')
 class TestPendingCalls(unittest.TestCase):
 
     def pendingcalls_submit(self, l, n):
@@ -685,7 +681,6 @@
             parse((1,), {}, 'O|OO', ['', 'a', ''])
 
 
-@unittest.skipUnless(threading, 'Threading required for this test.')
 class TestThreadState(unittest.TestCase):
 
     @support.reap_threads
@@ -762,7 +757,6 @@
         regex = regex.format(ptr=self.PTR_REGEX)
         self.assertRegex(out, regex)
 
-    @unittest.skipUnless(threading, 'Test requires a GIL (multithreading)')
     def check_malloc_without_gil(self, code):
         out = self.check(code)
         expected = ('Fatal Python error: Python memory allocator called '