Avoid using deprecated API in python 3.9

The PyEval_InitThreads() and PyEval_ThreadsInitialized() functions are
now deprecated and will be removed in Python 3.11. Calling
PyEval_InitThreads() now does nothing. The GIL is initialized by
Py_Initialize() since Python 3.7.

include/pybind11/detail/internals.h

@@ -273,7 +273,10 @@ PYBIND11_NOINLINE inline internals &get_internals() {
         auto *&internals_ptr = *internals_pp;
         internals_ptr = new internals();
 #if defined(WITH_THREAD)
-        PyEval_InitThreads();
+
+        #if PY_VERSION_HEX < 0x03090000
+                PyEval_InitThreads();
+        #endif
         PyThreadState *tstate = PyThreadState_Get();
         #if PY_VERSION_HEX >= 0x03070000
             internals_ptr->tstate = PyThread_tss_alloc();