Previously this was done when :mod:`gevent.threading` was imported.
That module is documented to be used as a helper for monkey patching,
so this should generally functionally be the same, but some
applications ignore the directly import that module anyway.

A positive consequence is that ``import gevent.threading, threading;
threading.current_thread()`` will no longer return a DummyThread
before monkey-patching. Another positive consequence is that PyPy will
no longer print a ``KeyError`` on exit if :mod:`gevent.threading` was
imported *without* monkey-patching.

Fixes #984.