Problem & Analysis: Slave's Receiver thread, Applier thread and worker
    threads are created with LOCAL-INFILE option enabled. As the document
    says https://dev.mysql.com/doc/refman/5.7/en/load-data-local.html,
    there are some issues if a thread enables local infile.
    This flag should be enabled with care. But for the above mentioned
    internal threads, server is enabling it at the time of creation.

Fix: Further analysis on the code shows that none of threads really
    need this flag to be enabled at any time as Slave never executes
    "LOAD DATA LOCAL INFILE" after reading it from Relay log.
    Applier thread removes "LOCAL" before start executing the query.