close_connections() in mysqld.cc sends a signal to all threads.
But InnoDB is too busy purging, doesn't react immediately.
close_connections() waits 20 seconds, which isn't enough in this
particular case, and then unlinks all threads from
the list and forcibly closes their vio connection.

InnoDB background  threads have no vio connection to close, but
they're unlinked all the same. So when later they finally notice
the shutdown request and try to unlink themselves, they fail to
assert that they're still linked.

Fix: don't assert_linked, as another thread can unlink this THD anytime