I wasn't sure what we would have to do in this case --
we don't really have any way of cleaning up the data referenced
by those other threads.

Fortunately(?), CPython doesn't do much cleanup of those threads
(cleans up their metadata but doesn't try to clean up any references
held by the thread), so we don't have to do much either.  Just set
a flag saying that this happened and that we should skip asserting
that we got down to 0 refs.