This adds a testcase that covers the scenarios described in the
previous two commits.
gdb/testsuite/ChangeLog:
PR gdb/26199
* gdb.multi/multi-target.c (exit_thread): New.
(thread_start): Break loop if EXIT_THREAD.
* gdb.multi/multi-target.exp (test_no_unwaited_for): New proc.
(top level) Call test_no_resumed.