WITHOUT_LIBTHR has been broken for a little over five years now, since the
xz 5.2.0 update introduced a hard liblzma dependency on libthr, and building
a useful system without threading support is becoming increasingly more
difficult.

Additionally, in the five plus years that it's been broken more reverse
dependencies have cropped up in libzstd, libsqlite3, and libcrypto (among
others) that make it more and more difficult to reconcile the effort needed
to fix these options.

Remove the broken options.