bpo-40521: Make the empty frozenset per interpreter (GH-21068)

Each interpreter now has its own empty frozenset singleton.

Python/pylifecycle.c

@@ -1255,9 +1255,7 @@ finalize_interp_types(PyThreadState *tstate, int is_main_interp)
     _PyAsyncGen_Fini(tstate);
     _PyContext_Fini(tstate);
 
-    if (is_main_interp) {
-        _PySet_Fini();
-    }
+    _PySet_Fini(tstate);
     _PyDict_Fini(tstate);
     _PyList_Fini(tstate);
     _PyTuple_Fini(tstate);