Fix gdb.python/py-evthreads.exp with --target_board=native-extended-gdbserver

Fixes:
  Running ..../src/gdb/testsuite/gdb.python/py-evthreads.exp ...
  FAIL: gdb.python/py-evthreads.exp: run to breakpoint 1
  FAIL: gdb.python/py-evthreads.exp: reached breakpoint 2
  FAIL: gdb.python/py-evthreads.exp: thread 2
  FAIL: gdb.python/py-evthreads.exp: reached breakpoint 3
  FAIL: gdb.python/py-evthreads.exp: thread 3
  FAIL: gdb.python/py-evthreads.exp: continue thread 1
  [... cascading time outs ...]

By following the usual pattern that makes sure that non-stop is enabled
before connecting to gdbserver.

gdb/testsuite/ChangeLog:
2017-10-13  Pedro Alves  <palves@redhat.com>

	* gdb.python/py-evthreads.exp: Start GDB with "set non-stop on"
	already.