[threads] If shutting_down, don't create new thread, kill current thread (#32968)

[threads] If shutting_down, don't create new thread, kill current thread (#32968)

If the runtime is shutting down, instead of creating a new thread, or throwing
an exception on the current thread, just shut down the current thread.

This takes advantage of `mono_threads_set_shutting_down`'s behavior that if you
call it after shutdown is already started, it will suspend, detach and exit
from the current thread.

Fixes https://github.com/dotnet/runtime/issues/31842