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

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

diff --git a/Lib/zipfile.py b/Lib/zipfile.py
index cc46a6c..37ce328 100644
--- a/Lib/zipfile.py
+++ b/Lib/zipfile.py
@@ -12,11 +12,7 @@
 import shutil
 import struct
 import binascii
-
-try:
-    import threading
-except ImportError:
-    import dummy_threading as threading
+import threading
 
 try:
     import zlib # We may need its compression method