Rather than parsing session_track_system_variables when thread starts, do
it when first trackable event occurs.

Benchmarked on a 2socket/20core/40threads Broadwell system using sysbench
connect brencmark @40 threads (with select 1 disabled):
101379.77 -> 143016.68 CPS, whereas 10.2 is currently at 137766.31 CPS.

Part of MDEV-14984 - regression in connect performance