bpo-37266: Add bpo number to the What's New entry (GH614584)

To get more info about this change.
diff --git a/Doc/whatsnew/3.9.rst b/Doc/whatsnew/3.9.rst
index 43567b9..85e254f 100644
--- a/Doc/whatsnew/3.9.rst
+++ b/Doc/whatsnew/3.9.rst
@@ -110,6 +110,7 @@
 threads were never supported in subinterpreters. Previously, the subinterpreter
 finalization crashed with a Python fatal error if a daemon thread was still
 running.
+(Contributed by Victor Stinner in :issue:`37266`.)
 
 pprint
 ------