gdb/testsuite: remove use of then keyword from gdb.threads/*.exp

gdb/testsuite: remove use of then keyword from gdb.threads/*.exp

The canonical form of 'if' in modern TCL is 'if {} {}'.  But there's
still a bunch of places in the testsuite where we make use of the
'then' keyword, and sometimes these get copies into new tests, which
just spreads poor practice.

This commit removes all use of the 'then' keyword from the gdb.threads/
test script directory.

There should be no changes in what is tested after this commit.