xeglthreads: Remove #ifdef PTHREADS, fix missing dependency on EGL
Apparently it was stated in c498fc4e that PTHREADS is never defined now (that was 13 years ago). Basically replicated the change. After that it turns out it can't be built since it actually needs libEGL and that was lost in meson. I guess noone runs that little program anymore, I decided to give it a bit of love.