x86/mce/therm_throt: Move hotplug callbacks to online

No point to have the sysfs files around before the cpu is online and no
point to have them around until the cpu is dead. Get rid of the explicit
state.

Signed-off-by: Thomas Gleixner <tglx@linutronix.de>
Cc: Sebastian Siewior <bigeasy@linutronix.de>
Cc: Tony Luck <tony.luck@intel.com>
Cc: Borislav Petkov <bp@alien8.de>