It was meaningful only for one-thread-per-connection scheduler anyway,
so call init_new_connection_handler_thread() directly from
handle_one_connection().

It was somewhat harmful for no-threads scheduler, because it'd attempt to
detach main thread on AIX_3_2 and Siemens unix (and DEC OSF/1 3.2 too).
Also it does duplicate my_thread_init() call, which may produce a warning
under EXTRA_DEBUG_THREADS.

start_wsrep_THD() shouldn't have called it at all: it already detached
and called my_thread_init().

Part of MDEV-19515 - Improve connect speed