Fix test_importlib.test_side_effect_import() (GH-104840)
Wait until the thread spawn by the import completes to avoid dangling
threads. With this fix, the following command no longer fails:
./python -m test --fail-env-changed test_importlib -m test_side_effect_import -F -j20
(cherry picked from commit 426950993f)
Co-authored-by: Victor Stinner <vstinner@python.org>
